NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 09-Jul-2013
Day Change Summary
Previous Current
08-Jul-2013 09-Jul-2013 Change Change % Previous Week
Open 104.34 102.84 -1.50 -1.4% 96.40
High 104.34 104.20 -0.14 -0.1% 103.49
Low 102.00 102.21 0.21 0.2% 95.98
Close 103.02 103.31 0.29 0.3% 103.05
Range 2.34 1.99 -0.35 -15.0% 7.51
ATR 2.11 2.10 -0.01 -0.4% 0.00
Volume 89,137 119,979 30,842 34.6% 589,400
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 109.21 108.25 104.40
R3 107.22 106.26 103.86
R2 105.23 105.23 103.67
R1 104.27 104.27 103.49 104.75
PP 103.24 103.24 103.24 103.48
S1 102.28 102.28 103.13 102.76
S2 101.25 101.25 102.95
S3 99.26 100.29 102.76
S4 97.27 98.30 102.22
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 123.37 120.72 107.18
R3 115.86 113.21 105.12
R2 108.35 108.35 104.43
R1 105.70 105.70 103.74 107.03
PP 100.84 100.84 100.84 101.50
S1 98.19 98.19 102.36 99.52
S2 93.33 93.33 101.67
S3 85.82 90.68 100.98
S4 78.31 83.17 98.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.34 97.66 6.68 6.5% 2.37 2.3% 85% False False 141,865
10 104.34 93.64 10.70 10.4% 2.09 2.0% 90% False False 127,507
20 104.34 92.60 11.74 11.4% 2.07 2.0% 91% False False 102,764
40 104.34 91.68 12.66 12.3% 1.97 1.9% 92% False False 78,027
60 104.34 86.26 18.08 17.5% 2.03 2.0% 94% False False 64,543
80 104.34 86.26 18.08 17.5% 1.90 1.8% 94% False False 53,733
100 104.34 86.26 18.08 17.5% 1.78 1.7% 94% False False 45,947
120 104.34 86.26 18.08 17.5% 1.66 1.6% 94% False False 41,329
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 112.66
2.618 109.41
1.618 107.42
1.000 106.19
0.618 105.43
HIGH 104.20
0.618 103.44
0.500 103.21
0.382 102.97
LOW 102.21
0.618 100.98
1.000 100.22
1.618 98.99
2.618 97.00
4.250 93.75
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 103.28 103.02
PP 103.24 102.73
S1 103.21 102.44

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

View Archives - Comment on this page... - Back to Index of Symbols