NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 23-Jul-2013
Day Change Summary
Previous Current
22-Jul-2013 23-Jul-2013 Change Change % Previous Week
Open 104.61 103.88 -0.73 -0.7% 102.36
High 105.08 104.34 -0.74 -0.7% 105.19
Low 103.44 102.82 -0.62 -0.6% 101.58
Close 103.92 104.19 0.27 0.3% 104.35
Range 1.64 1.52 -0.12 -7.3% 3.61
ATR 1.67 1.66 -0.01 -0.6% 0.00
Volume 43,287 33,354 -9,933 -22.9% 146,029
Daily Pivots for day following 23-Jul-2013
Classic Woodie Camarilla DeMark
R4 108.34 107.79 105.03
R3 106.82 106.27 104.61
R2 105.30 105.30 104.47
R1 104.75 104.75 104.33 105.03
PP 103.78 103.78 103.78 103.92
S1 103.23 103.23 104.05 103.51
S2 102.26 102.26 103.91
S3 100.74 101.71 103.77
S4 99.22 100.19 103.35
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
5 105.19 102.16 3.03 2.9% 1.58 1.5% 67% False False 33,005
10 105.19 100.90 4.29 4.1% 1.56 1.5% 77% False False 36,541
20 105.19 92.64 12.55 12.0% 1.62 1.6% 92% False False 39,349
40 105.19 91.22 13.97 13.4% 1.69 1.6% 93% False False 29,655
60 105.19 89.26 15.93 15.3% 1.69 1.6% 94% False False 23,372
80 105.19 85.96 19.23 18.5% 1.69 1.6% 95% False False 19,433
100 105.19 85.96 19.23 18.5% 1.56 1.5% 95% False False 16,580
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110.80
2.618 108.32
1.618 106.80
1.000 105.86
0.618 105.28
HIGH 104.34
0.618 103.76
0.500 103.58
0.382 103.40
LOW 102.82
0.618 101.88
1.000 101.30
1.618 100.36
2.618 98.84
4.250 96.36
Fisher Pivots for day following 23-Jul-2013
Pivot 1 day 3 day
R1 103.99 104.13
PP 103.78 104.07
S1 103.58 104.01

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

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