NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 106.56 108.12 1.56 1.5% 106.05
High 108.43 109.32 0.89 0.8% 109.32
Low 106.15 107.48 1.33 1.3% 104.65
Close 108.04 108.05 0.01 0.0% 108.05
Range 2.28 1.84 -0.44 -19.3% 4.67
ATR 2.15 2.13 -0.02 -1.0% 0.00
Volume 155,963 112,373 -43,590 -27.9% 992,852
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 113.80 112.77 109.06
R3 111.96 110.93 108.56
R2 110.12 110.12 108.39
R1 109.09 109.09 108.22 108.69
PP 108.28 108.28 108.28 108.08
S1 107.25 107.25 107.88 106.85
S2 106.44 106.44 107.71
S3 104.60 105.41 107.54
S4 102.76 103.57 107.04
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 121.35 119.37 110.62
R3 116.68 114.70 109.33
R2 112.01 112.01 108.91
R1 110.03 110.03 108.48 111.02
PP 107.34 107.34 107.34 107.84
S1 105.36 105.36 107.62 106.35
S2 102.67 102.67 107.19
S3 98.00 100.69 106.77
S4 93.33 96.02 105.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.32 104.65 4.67 4.3% 1.82 1.7% 73% True False 198,570
10 109.32 102.13 7.19 6.7% 2.11 2.0% 82% True False 248,803
20 109.32 92.67 16.65 15.4% 2.19 2.0% 92% True False 267,244
40 109.32 91.50 17.82 16.5% 2.07 1.9% 93% True False 191,929
60 109.32 90.29 19.03 17.6% 2.05 1.9% 93% True False 146,435
80 109.32 86.29 23.03 21.3% 2.03 1.9% 94% True False 116,688
100 109.32 86.29 23.03 21.3% 1.87 1.7% 94% True False 96,512
120 109.32 86.29 23.03 21.3% 1.79 1.7% 94% True False 83,120
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.14
2.618 114.14
1.618 112.30
1.000 111.16
0.618 110.46
HIGH 109.32
0.618 108.62
0.500 108.40
0.382 108.18
LOW 107.48
0.618 106.34
1.000 105.64
1.618 104.50
2.618 102.66
4.250 99.66
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 108.40 107.77
PP 108.28 107.49
S1 108.17 107.22

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

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