NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 95.35 95.37 0.02 0.0% 95.75
High 95.62 95.85 0.23 0.2% 96.21
Low 94.92 95.00 0.08 0.1% 94.50
Close 95.48 95.56 0.08 0.1% 95.48
Range 0.70 0.85 0.15 21.4% 1.71
ATR 1.17 1.14 -0.02 -1.9% 0.00
Volume 17,428 10,122 -7,306 -41.9% 107,052
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 98.02 97.64 96.03
R3 97.17 96.79 95.79
R2 96.32 96.32 95.72
R1 95.94 95.94 95.64 96.13
PP 95.47 95.47 95.47 95.57
S1 95.09 95.09 95.48 95.28
S2 94.62 94.62 95.40
S3 93.77 94.24 95.33
S4 92.92 93.39 95.09
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 100.53 99.71 96.42
R3 98.82 98.00 95.95
R2 97.11 97.11 95.79
R1 96.29 96.29 95.64 95.85
PP 95.40 95.40 95.40 95.17
S1 94.58 94.58 95.32 94.14
S2 93.69 93.69 95.17
S3 91.98 92.87 95.01
S4 90.27 91.16 94.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.12 94.50 1.62 1.7% 1.07 1.1% 65% False False 17,672
10 96.59 94.50 2.09 2.2% 1.04 1.1% 51% False False 21,236
20 96.59 90.96 5.63 5.9% 0.99 1.0% 82% False False 25,273
40 96.59 88.11 8.48 8.9% 1.18 1.2% 88% False False 22,623
60 96.59 88.11 8.48 8.9% 1.26 1.3% 88% False False 18,979
80 96.59 84.84 11.75 12.3% 1.30 1.4% 91% False False 16,779
100 96.59 84.84 11.75 12.3% 1.24 1.3% 91% False False 15,180
120 96.59 84.84 11.75 12.3% 1.18 1.2% 91% False False 13,921
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.46
2.618 98.08
1.618 97.23
1.000 96.70
0.618 96.38
HIGH 95.85
0.618 95.53
0.500 95.43
0.382 95.32
LOW 95.00
0.618 94.47
1.000 94.15
1.618 93.62
2.618 92.77
4.250 91.39
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 95.52 95.52
PP 95.47 95.48
S1 95.43 95.45

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

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