NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 07-Aug-2013
Day Change Summary
Previous Current
06-Aug-2013 07-Aug-2013 Change Change % Previous Week
Open 94.86 94.76 -0.10 -0.1% 94.58
High 95.22 94.82 -0.40 -0.4% 95.99
Low 94.60 94.33 -0.27 -0.3% 93.82
Close 95.10 94.71 -0.39 -0.4% 95.84
Range 0.62 0.49 -0.13 -21.0% 2.17
ATR 0.82 0.81 0.00 -0.4% 0.00
Volume 1,944 1,662 -282 -14.5% 8,273
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 96.09 95.89 94.98
R3 95.60 95.40 94.84
R2 95.11 95.11 94.80
R1 94.91 94.91 94.75 94.77
PP 94.62 94.62 94.62 94.55
S1 94.42 94.42 94.67 94.28
S2 94.13 94.13 94.62
S3 93.64 93.93 94.58
S4 93.15 93.44 94.44
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 101.73 100.95 97.03
R3 99.56 98.78 96.44
R2 97.39 97.39 96.24
R1 96.61 96.61 96.04 97.00
PP 95.22 95.22 95.22 95.41
S1 94.44 94.44 95.64 94.83
S2 93.05 93.05 95.44
S3 90.88 92.27 95.24
S4 88.71 90.10 94.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.99 94.33 1.66 1.8% 0.58 0.6% 23% False True 2,221
10 95.99 93.82 2.17 2.3% 0.68 0.7% 41% False False 1,806
20 95.99 93.82 2.17 2.3% 0.58 0.6% 41% False False 2,762
40 95.99 88.01 7.98 8.4% 0.44 0.5% 84% False False 2,519
60 95.99 88.01 7.98 8.4% 0.47 0.5% 84% False False 2,729
80 95.99 84.98 11.01 11.6% 0.37 0.4% 88% False False 2,254
100 95.99 84.98 11.01 11.6% 0.30 0.3% 88% False False 1,881
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 0.11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.90
2.618 96.10
1.618 95.61
1.000 95.31
0.618 95.12
HIGH 94.82
0.618 94.63
0.500 94.58
0.382 94.52
LOW 94.33
0.618 94.03
1.000 93.84
1.618 93.54
2.618 93.05
4.250 92.25
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 94.67 95.16
PP 94.62 95.01
S1 94.58 94.86

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

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