NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 101.29 102.36 1.07 1.1% 101.18
High 102.88 103.16 0.28 0.3% 103.06
Low 101.16 101.58 0.42 0.4% 99.73
Close 102.66 102.99 0.33 0.3% 102.66
Range 1.72 1.58 -0.14 -8.1% 3.33
ATR 1.75 1.74 -0.01 -0.7% 0.00
Volume 45,579 34,064 -11,515 -25.3% 230,643
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 107.32 106.73 103.86
R3 105.74 105.15 103.42
R2 104.16 104.16 103.28
R1 103.57 103.57 103.13 103.87
PP 102.58 102.58 102.58 102.72
S1 101.99 101.99 102.85 102.29
S2 101.00 101.00 102.70
S3 99.42 100.41 102.56
S4 97.84 98.83 102.12
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 111.81 110.56 104.49
R3 108.48 107.23 103.58
R2 105.15 105.15 103.27
R1 103.90 103.90 102.97 104.53
PP 101.82 101.82 101.82 102.13
S1 100.57 100.57 102.35 101.20
S2 98.49 98.49 102.05
S3 95.16 97.24 101.74
S4 91.83 93.91 100.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.16 100.00 3.16 3.1% 1.59 1.5% 95% True False 47,038
10 103.16 94.67 8.49 8.2% 1.73 1.7% 98% True False 47,000
20 103.16 91.95 11.21 10.9% 1.74 1.7% 98% True False 37,088
40 103.16 91.22 11.94 11.6% 1.70 1.6% 99% True False 26,649
60 103.16 87.50 15.66 15.2% 1.70 1.7% 99% True False 20,983
80 103.16 85.96 17.20 16.7% 1.66 1.6% 99% True False 17,471
100 103.16 85.96 17.20 16.7% 1.52 1.5% 99% True False 14,936
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 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109.88
2.618 107.30
1.618 105.72
1.000 104.74
0.618 104.14
HIGH 103.16
0.618 102.56
0.500 102.37
0.382 102.18
LOW 101.58
0.618 100.60
1.000 100.00
1.618 99.02
2.618 97.44
4.250 94.87
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 102.78 102.71
PP 102.58 102.44
S1 102.37 102.16

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

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