NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 25-Jul-2013
Day Change Summary
Previous Current
24-Jul-2013 25-Jul-2013 Change Change % Previous Week
Open 95.78 95.18 -0.60 -0.6% 95.54
High 96.12 96.12 0.00 0.0% 96.59
Low 94.50 94.77 0.27 0.3% 94.82
Close 95.30 95.93 0.63 0.7% 95.55
Range 1.62 1.35 -0.27 -16.7% 1.77
ATR 1.17 1.18 0.01 1.1% 0.00
Volume 24,096 17,487 -6,609 -27.4% 121,573
Daily Pivots for day following 25-Jul-2013
Classic Woodie Camarilla DeMark
R4 99.66 99.14 96.67
R3 98.31 97.79 96.30
R2 96.96 96.96 96.18
R1 96.44 96.44 96.05 96.70
PP 95.61 95.61 95.61 95.74
S1 95.09 95.09 95.81 95.35
S2 94.26 94.26 95.68
S3 92.91 93.74 95.56
S4 91.56 92.39 95.19
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 100.96 100.03 96.52
R3 99.19 98.26 96.04
R2 97.42 97.42 95.87
R1 96.49 96.49 95.71 96.96
PP 95.65 95.65 95.65 95.89
S1 94.72 94.72 95.39 95.19
S2 93.88 93.88 95.23
S3 92.11 92.95 95.06
S4 90.34 91.18 94.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.59 94.50 2.09 2.2% 1.28 1.3% 68% False False 23,809
10 96.59 94.50 2.09 2.2% 1.08 1.1% 68% False False 24,811
20 96.59 90.08 6.51 6.8% 1.04 1.1% 90% False False 25,485
40 96.59 88.11 8.48 8.8% 1.21 1.3% 92% False False 22,452
60 96.59 86.89 9.70 10.1% 1.32 1.4% 93% False False 18,937
80 96.59 84.84 11.75 12.2% 1.33 1.4% 94% False False 16,627
100 96.59 84.84 11.75 12.2% 1.24 1.3% 94% False False 14,990
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.86
2.618 99.65
1.618 98.30
1.000 97.47
0.618 96.95
HIGH 96.12
0.618 95.60
0.500 95.45
0.382 95.29
LOW 94.77
0.618 93.94
1.000 93.42
1.618 92.59
2.618 91.24
4.250 89.03
Fisher Pivots for day following 25-Jul-2013
Pivot 1 day 3 day
R1 95.77 95.72
PP 95.61 95.52
S1 95.45 95.31

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

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