NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 23-May-2013
Day Change Summary
Previous Current
22-May-2013 23-May-2013 Change Change % Previous Week
Open 96.03 94.35 -1.68 -1.7% 96.02
High 96.32 94.60 -1.72 -1.8% 96.86
Low 94.19 92.40 -1.79 -1.9% 92.48
Close 94.46 94.42 -0.04 0.0% 96.41
Range 2.13 2.20 0.07 3.3% 4.38
ATR 1.98 2.00 0.02 0.8% 0.00
Volume 58,978 76,818 17,840 30.2% 323,528
Daily Pivots for day following 23-May-2013
Classic Woodie Camarilla DeMark
R4 100.41 99.61 95.63
R3 98.21 97.41 95.03
R2 96.01 96.01 94.82
R1 95.21 95.21 94.62 95.61
PP 93.81 93.81 93.81 94.01
S1 93.01 93.01 94.22 93.41
S2 91.61 91.61 94.02
S3 89.41 90.81 93.82
S4 87.21 88.61 93.21
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 108.39 106.78 98.82
R3 104.01 102.40 97.61
R2 99.63 99.63 97.21
R1 98.02 98.02 96.81 98.83
PP 95.25 95.25 95.25 95.65
S1 93.64 93.64 96.01 94.45
S2 90.87 90.87 95.61
S3 86.49 89.26 95.21
S4 82.11 84.88 94.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.46 92.40 5.06 5.4% 1.85 2.0% 40% False True 59,365
10 97.46 92.40 5.06 5.4% 1.97 2.1% 40% False True 62,709
20 97.46 90.29 7.17 7.6% 2.00 2.1% 58% False False 57,942
40 97.94 86.29 11.65 12.3% 2.01 2.1% 70% False False 42,785
60 97.94 86.29 11.65 12.3% 1.77 1.9% 70% False False 34,077
80 99.98 86.29 13.69 14.5% 1.67 1.8% 59% False False 29,531
100 99.98 86.29 13.69 14.5% 1.53 1.6% 59% False False 25,421
120 99.98 86.29 13.69 14.5% 1.39 1.5% 59% False False 21,805
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 103.95
2.618 100.36
1.618 98.16
1.000 96.80
0.618 95.96
HIGH 94.60
0.618 93.76
0.500 93.50
0.382 93.24
LOW 92.40
0.618 91.04
1.000 90.20
1.618 88.84
2.618 86.64
4.250 83.05
Fisher Pivots for day following 23-May-2013
Pivot 1 day 3 day
R1 94.11 94.84
PP 93.81 94.70
S1 93.50 94.56

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

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