NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 105.18 103.86 -1.32 -1.3% 105.09
High 105.35 105.25 -0.10 -0.1% 107.95
Low 103.54 103.53 -0.01 0.0% 104.28
Close 103.85 105.03 1.18 1.1% 107.29
Range 1.81 1.72 -0.09 -5.0% 3.67
ATR 1.83 1.83 -0.01 -0.4% 0.00
Volume 259,243 204,692 -54,551 -21.0% 736,987
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 109.76 109.12 105.98
R3 108.04 107.40 105.50
R2 106.32 106.32 105.35
R1 105.68 105.68 105.19 106.00
PP 104.60 104.60 104.60 104.77
S1 103.96 103.96 104.87 104.28
S2 102.88 102.88 104.71
S3 101.16 102.24 104.56
S4 99.44 100.52 104.08
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 117.52 116.07 109.31
R3 113.85 112.40 108.30
R2 110.18 110.18 107.96
R1 108.73 108.73 107.63 109.46
PP 106.51 106.51 106.51 106.87
S1 105.06 105.06 106.95 105.79
S2 102.84 102.84 106.62
S3 99.17 101.39 106.28
S4 95.50 97.72 105.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.95 103.53 4.42 4.2% 1.75 1.7% 34% False True 246,263
10 107.95 103.04 4.91 4.7% 1.66 1.6% 41% False False 192,829
20 107.95 101.82 6.13 5.8% 1.85 1.8% 52% False False 139,903
40 107.95 94.85 13.10 12.5% 1.85 1.8% 78% False False 103,761
60 107.95 91.54 16.41 15.6% 1.84 1.7% 82% False False 80,927
80 107.95 89.65 18.30 17.4% 1.85 1.8% 84% False False 65,325
100 107.95 86.47 21.48 20.5% 1.85 1.8% 86% False False 54,659
120 107.95 86.47 21.48 20.5% 1.72 1.6% 86% False False 46,781
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 0.37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.56
2.618 109.75
1.618 108.03
1.000 106.97
0.618 106.31
HIGH 105.25
0.618 104.59
0.500 104.39
0.382 104.19
LOW 103.53
0.618 102.47
1.000 101.81
1.618 100.75
2.618 99.03
4.250 96.22
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 104.82 105.25
PP 104.60 105.18
S1 104.39 105.10

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.