NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 94.17 95.66 1.49 1.6% 95.04
High 95.11 95.99 0.88 0.9% 95.24
Low 93.82 95.60 1.78 1.9% 93.98
Close 95.09 95.99 0.90 0.9% 94.76
Range 1.29 0.39 -0.90 -69.8% 1.26
ATR 0.77 0.78 0.01 1.2% 0.00
Volume 873 1,925 1,052 120.5% 13,294
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 97.03 96.90 96.20
R3 96.64 96.51 96.10
R2 96.25 96.25 96.06
R1 96.12 96.12 96.03 96.19
PP 95.86 95.86 95.86 95.89
S1 95.73 95.73 95.95 95.80
S2 95.47 95.47 95.92
S3 95.08 95.34 95.88
S4 94.69 94.95 95.78
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 98.44 97.86 95.45
R3 97.18 96.60 95.11
R2 95.92 95.92 94.99
R1 95.34 95.34 94.88 95.00
PP 94.66 94.66 94.66 94.49
S1 94.08 94.08 94.64 93.74
S2 93.40 93.40 94.53
S3 92.14 92.82 94.41
S4 90.88 91.56 94.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.99 93.82 2.17 2.3% 0.66 0.7% 100% True False 1,311
10 95.99 93.82 2.17 2.3% 0.71 0.7% 100% True False 2,161
20 95.99 92.95 3.04 3.2% 0.53 0.6% 100% True False 2,823
40 95.99 88.01 7.98 8.3% 0.41 0.4% 100% True False 3,165
60 95.99 88.01 7.98 8.3% 0.45 0.5% 100% True False 2,646
80 95.99 84.98 11.01 11.5% 0.34 0.4% 100% True False 2,161
100 95.99 84.98 11.01 11.5% 0.28 0.3% 100% True False 1,808
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 97.65
2.618 97.01
1.618 96.62
1.000 96.38
0.618 96.23
HIGH 95.99
0.618 95.84
0.500 95.80
0.382 95.75
LOW 95.60
0.618 95.36
1.000 95.21
1.618 94.97
2.618 94.58
4.250 93.94
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 95.93 95.63
PP 95.86 95.27
S1 95.80 94.91

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols