NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 10-Jul-2013
Day Change Summary
Previous Current
09-Jul-2013 10-Jul-2013 Change Change % Previous Week
Open 100.13 101.15 1.02 1.0% 95.27
High 101.35 102.33 0.98 1.0% 100.77
Low 100.00 100.90 0.90 0.9% 94.67
Close 100.80 102.29 1.49 1.5% 100.45
Range 1.35 1.43 0.08 5.9% 6.10
ATR 1.76 1.75 -0.02 -0.9% 0.00
Volume 58,380 37,582 -20,798 -35.6% 205,300
Daily Pivots for day following 10-Jul-2013
Classic Woodie Camarilla DeMark
R4 106.13 105.64 103.08
R3 104.70 104.21 102.68
R2 103.27 103.27 102.55
R1 102.78 102.78 102.42 103.03
PP 101.84 101.84 101.84 101.96
S1 101.35 101.35 102.16 101.60
S2 100.41 100.41 102.03
S3 98.98 99.92 101.90
S4 97.55 98.49 101.50
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 116.93 114.79 103.81
R3 110.83 108.69 102.13
R2 104.73 104.73 101.57
R1 102.59 102.59 101.01 103.66
PP 98.63 98.63 98.63 99.17
S1 96.49 96.49 99.89 97.56
S2 92.53 92.53 99.33
S3 86.43 90.39 98.77
S4 80.33 84.29 97.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.33 97.44 4.89 4.8% 1.75 1.7% 99% True False 53,415
10 102.33 92.64 9.69 9.5% 1.70 1.7% 100% True False 42,508
20 102.33 91.95 10.38 10.1% 1.71 1.7% 100% True False 32,438
40 102.33 91.22 11.11 10.9% 1.70 1.7% 100% True False 23,854
60 102.33 85.96 16.37 16.0% 1.73 1.7% 100% True False 19,136
80 102.33 85.96 16.37 16.0% 1.65 1.6% 100% True False 15,923
100 102.33 85.96 16.37 16.0% 1.52 1.5% 100% True False 13,655
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.41
2.618 106.07
1.618 104.64
1.000 103.76
0.618 103.21
HIGH 102.33
0.618 101.78
0.500 101.62
0.382 101.45
LOW 100.90
0.618 100.02
1.000 99.47
1.618 98.59
2.618 97.16
4.250 94.82
Fisher Pivots for day following 10-Jul-2013
Pivot 1 day 3 day
R1 102.07 101.87
PP 101.84 101.45
S1 101.62 101.03

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

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