NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 105.30 104.61 -0.69 -0.7% 102.80
High 106.18 105.38 -0.80 -0.8% 106.18
Low 104.23 103.48 -0.75 -0.7% 101.07
Close 104.76 104.51 -0.25 -0.2% 104.76
Range 1.95 1.90 -0.05 -2.6% 5.11
ATR 1.74 1.75 0.01 0.6% 0.00
Volume 63,384 43,409 -19,975 -31.5% 222,198
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 110.16 109.23 105.56
R3 108.26 107.33 105.03
R2 106.36 106.36 104.86
R1 105.43 105.43 104.68 104.95
PP 104.46 104.46 104.46 104.21
S1 103.53 103.53 104.34 103.05
S2 102.56 102.56 104.16
S3 100.66 101.63 103.99
S4 98.76 99.73 103.47
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 119.33 117.16 107.57
R3 114.22 112.05 106.17
R2 109.11 109.11 105.70
R1 106.94 106.94 105.23 108.03
PP 104.00 104.00 104.00 104.55
S1 101.83 101.83 104.29 102.92
S2 98.89 98.89 103.82
S3 93.78 96.72 103.35
S4 88.67 91.61 101.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.18 101.07 5.11 4.9% 1.98 1.9% 67% False False 46,858
10 106.18 101.07 5.11 4.9% 1.79 1.7% 67% False False 41,835
20 106.18 100.00 6.18 5.9% 1.66 1.6% 73% False False 40,439
40 106.18 91.95 14.23 13.6% 1.68 1.6% 88% False False 35,344
60 106.18 91.22 14.96 14.3% 1.70 1.6% 89% False False 28,180
80 106.18 85.96 20.22 19.3% 1.75 1.7% 92% False False 23,540
100 106.18 85.96 20.22 19.3% 1.64 1.6% 92% False False 19,956
120 106.18 85.96 20.22 19.3% 1.53 1.5% 92% False False 17,446
Crabel Price Patterns
NR True
NR4 True
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 0.44
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113.46
2.618 110.35
1.618 108.45
1.000 107.28
0.618 106.55
HIGH 105.38
0.618 104.65
0.500 104.43
0.382 104.21
LOW 103.48
0.618 102.31
1.000 101.58
1.618 100.41
2.618 98.51
4.250 95.41
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 104.48 104.56
PP 104.46 104.54
S1 104.43 104.53

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

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