NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 06-Aug-2013
Day Change Summary
Previous Current
05-Aug-2013 06-Aug-2013 Change Change % Previous Week
Open 104.61 104.38 -0.23 -0.2% 102.80
High 105.38 104.96 -0.42 -0.4% 106.18
Low 103.48 103.06 -0.42 -0.4% 101.07
Close 104.51 103.47 -1.04 -1.0% 104.76
Range 1.90 1.90 0.00 0.0% 5.11
ATR 1.75 1.76 0.01 0.6% 0.00
Volume 43,409 28,794 -14,615 -33.7% 222,198
Daily Pivots for day following 06-Aug-2013
Classic Woodie Camarilla DeMark
R4 109.53 108.40 104.52
R3 107.63 106.50 103.99
R2 105.73 105.73 103.82
R1 104.60 104.60 103.64 104.22
PP 103.83 103.83 103.83 103.64
S1 102.70 102.70 103.30 102.32
S2 101.93 101.93 103.12
S3 100.03 100.80 102.95
S4 98.13 98.90 102.43
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% 2.06 2.0% 47% False False 45,533
10 106.18 101.07 5.11 4.9% 1.83 1.8% 47% False False 41,379
20 106.18 100.90 5.28 5.1% 1.69 1.6% 49% False False 38,960
40 106.18 91.95 14.23 13.8% 1.70 1.6% 81% False False 35,137
60 106.18 91.22 14.96 14.5% 1.69 1.6% 82% False False 28,481
80 106.18 85.96 20.22 19.5% 1.74 1.7% 87% False False 23,797
100 106.18 85.96 20.22 19.5% 1.65 1.6% 87% False False 20,186
120 106.18 85.96 20.22 19.5% 1.54 1.5% 87% False False 17,619
Crabel Price Patterns
NR False
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 0.45
Fibonacci Retracements and Extensions
4.250 113.04
2.618 109.93
1.618 108.03
1.000 106.86
0.618 106.13
HIGH 104.96
0.618 104.23
0.500 104.01
0.382 103.79
LOW 103.06
0.618 101.89
1.000 101.16
1.618 99.99
2.618 98.09
4.250 94.99
Fisher Pivots for day following 06-Aug-2013
Pivot 1 day 3 day
R1 104.01 104.62
PP 103.83 104.24
S1 103.65 103.85

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

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