NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 103.65 104.76 1.11 1.1% 102.36
High 104.77 105.19 0.42 0.4% 105.19
Low 103.16 103.50 0.34 0.3% 101.58
Close 104.62 104.35 -0.27 -0.3% 104.35
Range 1.61 1.69 0.08 5.0% 3.61
ATR 1.67 1.67 0.00 0.1% 0.00
Volume 27,937 39,999 12,062 43.2% 146,029
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 109.42 108.57 105.28
R3 107.73 106.88 104.81
R2 106.04 106.04 104.66
R1 105.19 105.19 104.50 104.77
PP 104.35 104.35 104.35 104.14
S1 103.50 103.50 104.20 103.08
S2 102.66 102.66 104.04
S3 100.97 101.81 103.89
S4 99.28 100.12 103.42
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 114.54 113.05 106.34
R3 110.93 109.44 105.34
R2 107.32 107.32 105.01
R1 105.83 105.83 104.68 106.58
PP 103.71 103.71 103.71 104.08
S1 102.22 102.22 104.02 102.97
S2 100.10 100.10 103.69
S3 96.49 98.61 103.36
S4 92.88 95.00 102.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.19 101.58 3.61 3.5% 1.48 1.4% 77% True False 29,205
10 105.19 99.73 5.46 5.2% 1.52 1.5% 85% True False 37,667
20 105.19 91.95 13.24 12.7% 1.71 1.6% 94% True False 38,231
40 105.19 91.22 13.97 13.4% 1.69 1.6% 94% True False 28,337
60 105.19 89.26 15.93 15.3% 1.70 1.6% 95% True False 22,406
80 105.19 85.96 19.23 18.4% 1.67 1.6% 96% True False 18,638
100 105.19 85.96 19.23 18.4% 1.55 1.5% 96% True False 15,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 112.37
2.618 109.61
1.618 107.92
1.000 106.88
0.618 106.23
HIGH 105.19
0.618 104.54
0.500 104.35
0.382 104.15
LOW 103.50
0.618 102.46
1.000 101.81
1.618 100.77
2.618 99.08
4.250 96.32
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 104.35 104.13
PP 104.35 103.90
S1 104.35 103.68

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

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