NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 89.60 90.00 0.40 0.4% 92.32
High 89.60 91.00 1.40 1.6% 92.60
Low 89.60 90.00 0.40 0.4% 90.00
Close 89.60 90.00 0.40 0.4% 90.37
Range 0.00 1.00 1.00 2.60
ATR 0.90 0.94 0.04 3.9% 0.00
Volume 1,021 783 -238 -23.3% 3,693
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 93.33 92.67 90.55
R3 92.33 91.67 90.28
R2 91.33 91.33 90.18
R1 90.67 90.67 90.09 90.50
PP 90.33 90.33 90.33 90.25
S1 89.67 89.67 89.91 89.50
S2 89.33 89.33 89.82
S3 88.33 88.67 89.73
S4 87.33 87.67 89.45
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 98.79 97.18 91.80
R3 96.19 94.58 91.09
R2 93.59 93.59 90.85
R1 91.98 91.98 90.61 91.49
PP 90.99 90.99 90.99 90.74
S1 89.38 89.38 90.13 88.89
S2 88.39 88.39 89.89
S3 85.79 86.78 89.66
S4 83.19 84.18 88.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.11 89.60 1.51 1.7% 0.34 0.4% 26% False False 716
10 92.60 89.60 3.00 3.3% 0.47 0.5% 13% False False 874
20 92.60 89.60 3.00 3.3% 0.39 0.4% 13% False False 909
40 92.60 84.98 7.62 8.5% 0.20 0.2% 66% False False 756
60 93.35 84.98 8.37 9.3% 0.14 0.2% 60% False False 659
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 95.25
2.618 93.62
1.618 92.62
1.000 92.00
0.618 91.62
HIGH 91.00
0.618 90.62
0.500 90.50
0.382 90.38
LOW 90.00
0.618 89.38
1.000 89.00
1.618 88.38
2.618 87.38
4.250 85.75
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 90.50 90.36
PP 90.33 90.24
S1 90.17 90.12

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

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