NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 90.72 90.54 -0.18 -0.2% 94.76
High 91.65 91.60 -0.05 -0.1% 95.89
Low 90.72 90.14 -0.58 -0.6% 89.80
Close 91.37 91.51 0.14 0.2% 90.26
Range 0.93 1.46 0.53 57.0% 6.09
ATR
Volume 15,496 19,754 4,258 27.5% 38,722
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 95.46 94.95 92.31
R3 94.00 93.49 91.91
R2 92.54 92.54 91.78
R1 92.03 92.03 91.64 92.29
PP 91.08 91.08 91.08 91.21
S1 90.57 90.57 91.38 90.83
S2 89.62 89.62 91.24
S3 88.16 89.11 91.11
S4 86.70 87.65 90.71
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 94.59 89.48 5.11 5.6% 2.00 2.2% 40% False False 11,435
10 95.89 89.48 6.41 7.0% 1.43 1.6% 32% False False 9,199
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 False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.81
2.618 95.42
1.618 93.96
1.000 93.06
0.618 92.50
HIGH 91.60
0.618 91.04
0.500 90.87
0.382 90.70
LOW 90.14
0.618 89.24
1.000 88.68
1.618 87.78
2.618 86.32
4.250 83.94
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 91.30 91.20
PP 91.08 90.88
S1 90.87 90.57

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

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