NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 101.63 101.41 -0.22 -0.2% 99.47
High 102.31 102.17 -0.14 -0.1% 101.54
Low 101.16 100.81 -0.35 -0.3% 98.37
Close 101.55 102.15 0.60 0.6% 101.31
Range 1.15 1.36 0.21 18.3% 3.17
ATR 1.67 1.65 -0.02 -1.3% 0.00
Volume 45,452 64,867 19,415 42.7% 532,043
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 105.79 105.33 102.90
R3 104.43 103.97 102.52
R2 103.07 103.07 102.40
R1 102.61 102.61 102.27 102.84
PP 101.71 101.71 101.71 101.83
S1 101.25 101.25 102.03 101.48
S2 100.35 100.35 101.90
S3 98.99 99.89 101.78
S4 97.63 98.53 101.40
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 109.92 108.78 103.05
R3 106.75 105.61 102.18
R2 103.58 103.58 101.89
R1 102.44 102.44 101.60 103.01
PP 100.41 100.41 100.41 100.69
S1 99.27 99.27 101.02 99.84
S2 97.24 97.24 100.73
S3 94.07 96.10 100.44
S4 90.90 92.93 99.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.31 99.83 2.48 2.4% 1.43 1.4% 94% False False 94,929
10 102.31 96.48 5.83 5.7% 1.55 1.5% 97% False False 102,956
20 102.31 91.05 11.26 11.0% 1.74 1.7% 99% False False 89,092
40 102.31 90.69 11.62 11.4% 1.73 1.7% 99% False False 75,972
60 102.31 87.49 14.82 14.5% 1.79 1.8% 99% False False 69,732
80 102.31 85.52 16.79 16.4% 1.80 1.8% 99% False False 66,475
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 True
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.95
2.618 105.73
1.618 104.37
1.000 103.53
0.618 103.01
HIGH 102.17
0.618 101.65
0.500 101.49
0.382 101.33
LOW 100.81
0.618 99.97
1.000 99.45
1.618 98.61
2.618 97.25
4.250 95.03
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 101.93 101.87
PP 101.71 101.58
S1 101.49 101.30

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

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