NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 95.29 95.05 -0.24 -0.3% 92.95
High 95.29 95.44 0.15 0.2% 94.85
Low 94.80 95.05 0.25 0.3% 92.95
Close 95.04 95.44 0.40 0.4% 94.85
Range 0.49 0.39 -0.10 -20.4% 1.90
ATR 0.69 0.67 -0.02 -3.0% 0.00
Volume 2,426 918 -1,508 -62.2% 16,595
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 96.48 96.35 95.65
R3 96.09 95.96 95.55
R2 95.70 95.70 95.51
R1 95.57 95.57 95.48 95.64
PP 95.31 95.31 95.31 95.34
S1 95.18 95.18 95.40 95.25
S2 94.92 94.92 95.37
S3 94.53 94.79 95.33
S4 94.14 94.40 95.23
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 99.92 99.28 95.90
R3 98.02 97.38 95.37
R2 96.12 96.12 95.20
R1 95.48 95.48 95.02 95.80
PP 94.22 94.22 94.22 94.38
S1 93.58 93.58 94.68 93.90
S2 92.32 92.32 94.50
S3 90.42 91.68 94.33
S4 88.52 89.78 93.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.44 93.98 1.46 1.5% 0.36 0.4% 100% True False 3,006
10 95.44 92.40 3.04 3.2% 0.39 0.4% 100% True False 3,079
20 95.44 88.01 7.43 7.8% 0.36 0.4% 100% True False 2,631
40 95.44 88.01 7.43 7.8% 0.37 0.4% 100% True False 2,956
60 95.44 87.20 8.24 8.6% 0.33 0.3% 100% True False 2,260
80 95.44 84.98 10.46 11.0% 0.25 0.3% 100% True False 1,827
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 0.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.10
2.618 96.46
1.618 96.07
1.000 95.83
0.618 95.68
HIGH 95.44
0.618 95.29
0.500 95.25
0.382 95.20
LOW 95.05
0.618 94.81
1.000 94.66
1.618 94.42
2.618 94.03
4.250 93.39
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 95.38 95.33
PP 95.31 95.21
S1 95.25 95.10

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

View Archives - Comment on this page... - Back to Index of Symbols