NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 102.75 101.29 -1.46 -1.4% 101.18
High 103.06 102.88 -0.18 -0.2% 103.06
Low 101.20 101.16 -0.04 0.0% 99.73
Close 101.59 102.66 1.07 1.1% 102.66
Range 1.86 1.72 -0.14 -7.5% 3.33
ATR 1.76 1.75 0.00 -0.1% 0.00
Volume 59,585 45,579 -14,006 -23.5% 230,643
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 107.39 106.75 103.61
R3 105.67 105.03 103.13
R2 103.95 103.95 102.98
R1 103.31 103.31 102.82 103.63
PP 102.23 102.23 102.23 102.40
S1 101.59 101.59 102.50 101.91
S2 100.51 100.51 102.34
S3 98.79 99.87 102.19
S4 97.07 98.15 101.71
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 111.81 110.56 104.49
R3 108.48 107.23 103.58
R2 105.15 105.15 103.27
R1 103.90 103.90 102.97 104.53
PP 101.82 101.82 101.82 102.13
S1 100.57 100.57 102.35 101.20
S2 98.49 98.49 102.05
S3 95.16 97.24 101.74
S4 91.83 93.91 100.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.06 99.73 3.33 3.2% 1.56 1.5% 88% False False 46,128
10 103.06 94.67 8.39 8.2% 1.70 1.7% 95% False False 45,468
20 103.06 91.95 11.11 10.8% 1.74 1.7% 96% False False 36,255
40 103.06 91.22 11.84 11.5% 1.71 1.7% 97% False False 26,049
60 103.06 85.96 17.10 16.7% 1.71 1.7% 98% False False 20,543
80 103.06 85.96 17.10 16.7% 1.65 1.6% 98% False False 17,120
100 103.06 85.96 17.10 16.7% 1.53 1.5% 98% False False 14,620
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.19
2.618 107.38
1.618 105.66
1.000 104.60
0.618 103.94
HIGH 102.88
0.618 102.22
0.500 102.02
0.382 101.82
LOW 101.16
0.618 100.10
1.000 99.44
1.618 98.38
2.618 96.66
4.250 93.85
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 102.45 102.43
PP 102.23 102.21
S1 102.02 101.98

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

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