NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 94.96 93.85 -1.11 -1.2% 98.17
High 95.84 95.59 -0.25 -0.3% 99.21
Low 93.12 92.67 -0.45 -0.5% 93.12
Close 93.69 95.18 1.49 1.6% 93.69
Range 2.72 2.92 0.20 7.4% 6.09
ATR 2.02 2.08 0.06 3.2% 0.00
Volume 340,903 315,821 -25,082 -7.4% 1,259,327
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 103.24 102.13 96.79
R3 100.32 99.21 95.98
R2 97.40 97.40 95.72
R1 96.29 96.29 95.45 96.85
PP 94.48 94.48 94.48 94.76
S1 93.37 93.37 94.91 93.93
S2 91.56 91.56 94.64
S3 88.64 90.45 94.38
S4 85.72 87.53 93.57
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 113.61 109.74 97.04
R3 107.52 103.65 95.36
R2 101.43 101.43 94.81
R1 97.56 97.56 94.25 96.45
PP 95.34 95.34 95.34 94.79
S1 91.47 91.47 93.13 90.36
S2 89.25 89.25 92.57
S3 83.16 85.38 92.02
S4 77.07 79.29 90.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.21 92.67 6.54 6.9% 2.38 2.5% 38% False True 285,911
10 99.21 92.67 6.54 6.9% 2.08 2.2% 38% False True 203,140
20 99.21 91.50 7.71 8.1% 2.05 2.2% 48% False False 142,061
40 99.21 90.29 8.92 9.4% 2.02 2.1% 55% False False 100,808
60 99.21 86.29 12.92 13.6% 2.03 2.1% 69% False False 76,774
80 99.21 86.29 12.92 13.6% 1.84 1.9% 69% False False 61,760
100 99.98 86.29 13.69 14.4% 1.75 1.8% 65% False False 52,608
120 99.98 86.29 13.69 14.4% 1.62 1.7% 65% False False 45,423
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 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.00
2.618 103.23
1.618 100.31
1.000 98.51
0.618 97.39
HIGH 95.59
0.618 94.47
0.500 94.13
0.382 93.79
LOW 92.67
0.618 90.87
1.000 89.75
1.618 87.95
2.618 85.03
4.250 80.26
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 94.83 95.45
PP 94.48 95.36
S1 94.13 95.27

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

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