NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 16-Jul-2013
Day Change Summary
Previous Current
15-Jul-2013 16-Jul-2013 Change Change % Previous Week
Open 102.36 103.20 0.84 0.8% 101.18
High 103.16 103.78 0.62 0.6% 103.06
Low 101.58 102.72 1.14 1.1% 99.73
Close 102.99 102.95 -0.04 0.0% 102.66
Range 1.58 1.06 -0.52 -32.9% 3.33
ATR 1.74 1.69 -0.05 -2.8% 0.00
Volume 34,064 23,577 -10,487 -30.8% 230,643
Daily Pivots for day following 16-Jul-2013
Classic Woodie Camarilla DeMark
R4 106.33 105.70 103.53
R3 105.27 104.64 103.24
R2 104.21 104.21 103.14
R1 103.58 103.58 103.05 103.37
PP 103.15 103.15 103.15 103.04
S1 102.52 102.52 102.85 102.31
S2 102.09 102.09 102.76
S3 101.03 101.46 102.66
S4 99.97 100.40 102.37
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
5 103.78 100.90 2.88 2.8% 1.53 1.5% 71% True False 40,077
10 103.78 95.99 7.79 7.6% 1.65 1.6% 89% True False 47,328
20 103.78 91.95 11.83 11.5% 1.73 1.7% 93% True False 37,011
40 103.78 91.22 12.56 12.2% 1.69 1.6% 93% True False 26,987
60 103.78 87.54 16.24 15.8% 1.71 1.7% 95% True False 21,257
80 103.78 85.96 17.82 17.3% 1.66 1.6% 95% True False 17,714
100 103.78 85.96 17.82 17.3% 1.52 1.5% 95% True False 15,122
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.26
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 108.29
2.618 106.56
1.618 105.50
1.000 104.84
0.618 104.44
HIGH 103.78
0.618 103.38
0.500 103.25
0.382 103.12
LOW 102.72
0.618 102.06
1.000 101.66
1.618 101.00
2.618 99.94
4.250 98.22
Fisher Pivots for day following 16-Jul-2013
Pivot 1 day 3 day
R1 103.25 102.79
PP 103.15 102.63
S1 103.05 102.47

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

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