NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 95.02 95.17 0.15 0.2% 98.17
High 96.17 95.70 -0.47 -0.5% 99.21
Low 94.59 93.68 -0.91 -1.0% 93.12
Close 95.32 95.50 0.18 0.2% 93.69
Range 1.58 2.02 0.44 27.8% 6.09
ATR 2.05 2.04 0.00 -0.1% 0.00
Volume 267,541 291,417 23,876 8.9% 1,259,327
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 101.02 100.28 96.61
R3 99.00 98.26 96.06
R2 96.98 96.98 95.87
R1 96.24 96.24 95.69 96.61
PP 94.96 94.96 94.96 95.15
S1 94.22 94.22 95.31 94.59
S2 92.94 92.94 95.13
S3 90.92 92.20 94.94
S4 88.90 90.18 94.39
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 98.22 92.67 5.55 5.8% 2.57 2.7% 51% False False 318,382
10 99.21 92.67 6.54 6.8% 2.06 2.2% 43% False False 237,356
20 99.21 91.50 7.71 8.1% 1.99 2.1% 52% False False 164,803
40 99.21 90.29 8.92 9.3% 2.02 2.1% 58% False False 113,275
60 99.21 86.29 12.92 13.5% 2.04 2.1% 71% False False 85,476
80 99.21 86.29 12.92 13.5% 1.85 1.9% 71% False False 68,379
100 99.83 86.29 13.54 14.2% 1.76 1.8% 68% False False 57,858
120 99.98 86.29 13.69 14.3% 1.63 1.7% 67% False False 49,980
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 0.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.29
2.618 100.99
1.618 98.97
1.000 97.72
0.618 96.95
HIGH 95.70
0.618 94.93
0.500 94.69
0.382 94.45
LOW 93.68
0.618 92.43
1.000 91.66
1.618 90.41
2.618 88.39
4.250 85.10
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 95.23 95.14
PP 94.96 94.78
S1 94.69 94.42

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

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