NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 106.44 105.78 -0.66 -0.6% 103.95
High 107.18 106.60 -0.58 -0.5% 107.45
Low 105.66 105.11 -0.55 -0.5% 102.13
Close 106.00 106.48 0.48 0.5% 105.95
Range 1.52 1.49 -0.03 -2.0% 5.32
ATR 2.19 2.14 -0.05 -2.3% 0.00
Volume 250,921 262,789 11,868 4.7% 1,495,179
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 110.53 110.00 107.30
R3 109.04 108.51 106.89
R2 107.55 107.55 106.75
R1 107.02 107.02 106.62 107.29
PP 106.06 106.06 106.06 106.20
S1 105.53 105.53 106.34 105.80
S2 104.57 104.57 106.21
S3 103.08 104.04 106.07
S4 101.59 102.55 105.66
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 121.14 118.86 108.88
R3 115.82 113.54 107.41
R2 110.50 110.50 106.93
R1 108.22 108.22 106.44 109.36
PP 105.18 105.18 105.18 105.75
S1 102.90 102.90 105.46 104.04
S2 99.86 99.86 104.97
S3 94.54 97.58 104.49
S4 89.22 92.26 103.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.45 104.31 3.14 2.9% 2.02 1.9% 69% False False 255,200
10 107.45 99.59 7.86 7.4% 2.26 2.1% 88% False False 282,897
20 107.45 92.67 14.78 13.9% 2.23 2.1% 93% False False 285,015
40 107.45 91.50 15.95 15.0% 2.05 1.9% 94% False False 187,971
60 107.45 88.28 19.17 18.0% 2.05 1.9% 95% False False 143,393
80 107.45 86.29 21.16 19.9% 2.01 1.9% 95% False False 113,822
100 107.45 86.29 21.16 19.9% 1.87 1.8% 95% False False 94,075
120 107.45 86.29 21.16 19.9% 1.77 1.7% 95% False False 81,080
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 112.93
2.618 110.50
1.618 109.01
1.000 108.09
0.618 107.52
HIGH 106.60
0.618 106.03
0.500 105.86
0.382 105.68
LOW 105.11
0.618 104.19
1.000 103.62
1.618 102.70
2.618 101.21
4.250 98.78
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 106.27 106.29
PP 106.06 106.10
S1 105.86 105.92

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

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