NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 92.45 93.23 0.78 0.8% 90.20
High 93.05 93.45 0.40 0.4% 93.05
Low 92.16 92.96 0.80 0.9% 89.48
Close 92.27 93.22 0.95 1.0% 92.27
Range 0.89 0.49 -0.40 -44.9% 3.57
ATR 1.34 1.33 -0.01 -0.9% 0.00
Volume 6,775 7,292 517 7.6% 55,809
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 94.68 94.44 93.49
R3 94.19 93.95 93.35
R2 93.70 93.70 93.31
R1 93.46 93.46 93.26 93.34
PP 93.21 93.21 93.21 93.15
S1 92.97 92.97 93.18 92.85
S2 92.72 92.72 93.13
S3 92.23 92.48 93.09
S4 91.74 91.99 92.95
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 102.31 100.86 94.23
R3 98.74 97.29 93.25
R2 95.17 95.17 92.92
R1 93.72 93.72 92.60 94.45
PP 91.60 91.60 91.60 91.96
S1 90.15 90.15 91.94 90.88
S2 88.03 88.03 91.62
S3 84.46 86.58 91.29
S4 80.89 83.01 90.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.45 90.14 3.31 3.6% 0.99 1.1% 93% True False 11,325
10 95.89 89.48 6.41 6.9% 1.37 1.5% 58% False False 8,894
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.23
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 95.53
2.618 94.73
1.618 94.24
1.000 93.94
0.618 93.75
HIGH 93.45
0.618 93.26
0.500 93.21
0.382 93.15
LOW 92.96
0.618 92.66
1.000 92.47
1.618 92.17
2.618 91.68
4.250 90.88
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 93.22 93.01
PP 93.21 92.80
S1 93.21 92.60

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

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