NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 22-May-2013
Day Change Summary
Previous Current
21-May-2013 22-May-2013 Change Change % Previous Week
Open 96.74 95.67 -1.07 -1.1% 95.76
High 97.00 96.20 -0.80 -0.8% 96.70
Low 95.73 94.11 -1.62 -1.7% 92.40
Close 96.17 94.37 -1.80 -1.9% 96.25
Range 1.27 2.09 0.82 64.6% 4.30
ATR 1.90 1.91 0.01 0.7% 0.00
Volume 33,121 28,581 -4,540 -13.7% 183,031
Daily Pivots for day following 22-May-2013
Classic Woodie Camarilla DeMark
R4 101.16 99.86 95.52
R3 99.07 97.77 94.94
R2 96.98 96.98 94.75
R1 95.68 95.68 94.56 95.29
PP 94.89 94.89 94.89 94.70
S1 93.59 93.59 94.18 93.20
S2 92.80 92.80 93.99
S3 90.71 91.50 93.80
S4 88.62 89.41 93.22
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 108.02 106.43 98.62
R3 103.72 102.13 97.43
R2 99.42 99.42 97.04
R1 97.83 97.83 96.64 98.63
PP 95.12 95.12 95.12 95.51
S1 93.53 93.53 95.86 94.33
S2 90.82 90.82 95.46
S3 86.52 89.23 95.07
S4 82.22 84.93 93.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.28 93.49 3.79 4.0% 1.81 1.9% 23% False False 34,668
10 97.28 92.40 4.88 5.2% 1.79 1.9% 40% False False 39,416
20 97.28 90.09 7.19 7.6% 1.96 2.1% 60% False False 37,599
40 97.66 86.26 11.40 12.1% 1.91 2.0% 71% False False 33,246
60 97.66 86.26 11.40 12.1% 1.69 1.8% 71% False False 27,460
80 99.69 86.26 13.43 14.2% 1.58 1.7% 60% False False 25,117
100 99.69 86.26 13.43 14.2% 1.45 1.5% 60% False False 22,166
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.08
2.618 101.67
1.618 99.58
1.000 98.29
0.618 97.49
HIGH 96.20
0.618 95.40
0.500 95.16
0.382 94.91
LOW 94.11
0.618 92.82
1.000 92.02
1.618 90.73
2.618 88.64
4.250 85.23
Fisher Pivots for day following 22-May-2013
Pivot 1 day 3 day
R1 95.16 95.70
PP 94.89 95.25
S1 94.63 94.81

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

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