NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 92.29 90.20 -2.09 -2.3% 94.76
High 92.40 91.52 -0.88 -1.0% 95.89
Low 89.80 89.48 -0.32 -0.4% 89.80
Close 90.26 91.16 0.90 1.0% 90.26
Range 2.60 2.04 -0.56 -21.5% 6.09
ATR
Volume 9,641 6,474 -3,167 -32.8% 38,722
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 96.84 96.04 92.28
R3 94.80 94.00 91.72
R2 92.76 92.76 91.53
R1 91.96 91.96 91.35 92.36
PP 90.72 90.72 90.72 90.92
S1 89.92 89.92 90.97 90.32
S2 88.68 88.68 90.79
S3 86.64 87.88 90.60
S4 84.60 85.84 90.04
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 110.25 106.35 93.61
R3 104.16 100.26 91.93
R2 98.07 98.07 91.38
R1 94.17 94.17 90.82 93.08
PP 91.98 91.98 91.98 91.44
S1 88.08 88.08 89.70 86.99
S2 85.89 85.89 89.14
S3 79.80 81.99 88.59
S4 73.71 75.90 86.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.89 89.48 6.41 7.0% 1.75 1.9% 26% False True 6,462
10 95.89 89.48 6.41 7.0% 1.39 1.5% 26% False True 7,116
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 0.12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.19
2.618 96.86
1.618 94.82
1.000 93.56
0.618 92.78
HIGH 91.52
0.618 90.74
0.500 90.50
0.382 90.26
LOW 89.48
0.618 88.22
1.000 87.44
1.618 86.18
2.618 84.14
4.250 80.81
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 90.94 92.04
PP 90.72 91.74
S1 90.50 91.45

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

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