NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 97.13 96.97 -0.16 -0.2% 97.72
High 97.49 97.29 -0.20 -0.2% 98.04
Low 97.13 96.65 -0.48 -0.5% 95.97
Close 97.43 97.25 -0.18 -0.2% 97.25
Range 0.36 0.64 0.28 77.8% 2.07
ATR 0.89 0.88 -0.01 -0.8% 0.00
Volume 807 1,218 411 50.9% 6,812
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 98.98 98.76 97.60
R3 98.34 98.12 97.43
R2 97.70 97.70 97.37
R1 97.48 97.48 97.31 97.59
PP 97.06 97.06 97.06 97.12
S1 96.84 96.84 97.19 96.95
S2 96.42 96.42 97.13
S3 95.78 96.20 97.07
S4 95.14 95.56 96.90
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 103.30 102.34 98.39
R3 101.23 100.27 97.82
R2 99.16 99.16 97.63
R1 98.20 98.20 97.44 97.65
PP 97.09 97.09 97.09 96.81
S1 96.13 96.13 97.06 95.58
S2 95.02 95.02 96.87
S3 92.95 94.06 96.68
S4 90.88 91.99 96.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.04 95.97 2.07 2.1% 0.56 0.6% 62% False False 1,362
10 98.28 95.86 2.42 2.5% 0.65 0.7% 57% False False 2,145
20 99.49 95.55 3.94 4.1% 0.67 0.7% 43% False False 2,022
40 99.49 93.82 5.67 5.8% 0.68 0.7% 60% False False 2,072
60 99.49 88.01 11.48 11.8% 0.57 0.6% 80% False False 2,375
80 99.49 88.01 11.48 11.8% 0.52 0.5% 80% False False 2,620
100 99.49 87.56 11.93 12.3% 0.47 0.5% 81% False False 2,270
120 99.49 84.98 14.51 14.9% 0.39 0.4% 85% False False 1,986
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.01
2.618 98.97
1.618 98.33
1.000 97.93
0.618 97.69
HIGH 97.29
0.618 97.05
0.500 96.97
0.382 96.89
LOW 96.65
0.618 96.25
1.000 96.01
1.618 95.61
2.618 94.97
4.250 93.93
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 97.16 97.09
PP 97.06 96.92
S1 96.97 96.76

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

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