NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 22-May-2013
Day Change Summary
Previous Current
21-May-2013 22-May-2013 Change Change % Previous Week
Open 96.89 95.90 -0.99 -1.0% 96.04
High 97.22 96.19 -1.03 -1.1% 96.74
Low 95.72 94.01 -1.71 -1.8% 92.40
Close 96.18 94.28 -1.90 -2.0% 96.29
Range 1.50 2.18 0.68 45.3% 4.34
ATR 2.03 2.04 0.01 0.5% 0.00
Volume 259,159 336,497 77,338 29.8% 720,228
Daily Pivots for day following 22-May-2013
Classic Woodie Camarilla DeMark
R4 101.37 100.00 95.48
R3 99.19 97.82 94.88
R2 97.01 97.01 94.68
R1 95.64 95.64 94.48 95.24
PP 94.83 94.83 94.83 94.62
S1 93.46 93.46 94.08 93.06
S2 92.65 92.65 93.88
S3 90.47 91.28 93.68
S4 88.29 89.10 93.08
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 108.16 106.57 98.68
R3 103.82 102.23 97.48
R2 99.48 99.48 97.09
R1 97.89 97.89 96.69 98.69
PP 95.14 95.14 95.14 95.54
S1 93.55 93.55 95.89 94.35
S2 90.80 90.80 95.49
S3 86.46 89.21 95.10
S4 82.12 84.87 93.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.35 93.50 3.85 4.1% 1.91 2.0% 20% False False 239,530
10 97.35 92.40 4.95 5.3% 1.92 2.0% 38% False False 183,295
20 97.38 90.32 7.06 7.5% 2.08 2.2% 56% False False 129,518
40 98.22 86.16 12.06 12.8% 2.06 2.2% 67% False False 91,982
60 98.22 86.16 12.06 12.8% 1.83 1.9% 67% False False 70,850
80 99.77 86.16 13.61 14.4% 1.74 1.8% 60% False False 59,630
100 99.77 86.16 13.61 14.4% 1.63 1.7% 60% False False 50,845
120 99.77 86.16 13.61 14.4% 1.53 1.6% 60% False False 43,391
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.42
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.46
2.618 101.90
1.618 99.72
1.000 98.37
0.618 97.54
HIGH 96.19
0.618 95.36
0.500 95.10
0.382 94.84
LOW 94.01
0.618 92.66
1.000 91.83
1.618 90.48
2.618 88.30
4.250 84.75
Fisher Pivots for day following 22-May-2013
Pivot 1 day 3 day
R1 95.10 95.68
PP 94.83 95.21
S1 94.55 94.75

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

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