NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 95.76 94.89 -0.87 -0.9% 91.73
High 95.91 96.45 0.54 0.6% 96.39
Low 94.04 94.46 0.42 0.4% 91.26
Close 95.38 95.88 0.50 0.5% 96.03
Range 1.87 1.99 0.12 6.4% 5.13
ATR 1.99 1.99 0.00 0.0% 0.00
Volume 257,474 244,870 -12,604 -4.9% 1,455,516
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 101.57 100.71 96.97
R3 99.58 98.72 96.43
R2 97.59 97.59 96.24
R1 96.73 96.73 96.06 97.16
PP 95.60 95.60 95.60 95.81
S1 94.74 94.74 95.70 95.17
S2 93.61 93.61 95.52
S3 91.62 92.75 95.33
S4 89.63 90.76 94.79
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 109.95 108.12 98.85
R3 104.82 102.99 97.44
R2 99.69 99.69 96.97
R1 97.86 97.86 96.50 98.78
PP 94.56 94.56 94.56 95.02
S1 92.73 92.73 95.56 93.65
S2 89.43 89.43 95.09
S3 84.30 87.60 94.62
S4 79.17 82.47 93.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.45 93.69 2.76 2.9% 1.84 1.9% 79% True False 266,988
10 96.45 91.26 5.19 5.4% 1.94 2.0% 89% True False 275,529
20 97.35 91.26 6.09 6.4% 2.00 2.1% 76% False False 257,741
40 97.38 86.16 11.22 11.7% 2.07 2.2% 87% False False 168,910
60 98.22 86.16 12.06 12.6% 2.01 2.1% 81% False False 128,701
80 98.57 86.16 12.41 12.9% 1.86 1.9% 78% False False 102,261
100 99.77 86.16 13.61 14.2% 1.74 1.8% 71% False False 87,235
120 99.77 86.16 13.61 14.2% 1.65 1.7% 71% False False 74,493
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 0.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.91
2.618 101.66
1.618 99.67
1.000 98.44
0.618 97.68
HIGH 96.45
0.618 95.69
0.500 95.46
0.382 95.22
LOW 94.46
0.618 93.23
1.000 92.47
1.618 91.24
2.618 89.25
4.250 86.00
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 95.74 95.67
PP 95.60 95.46
S1 95.46 95.25

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

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