NYMEX Light Sweet Crude Oil Future November 2013


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 104.38 103.78 -0.60 -0.6% 102.80
High 104.96 103.83 -1.13 -1.1% 106.18
Low 103.06 102.44 -0.62 -0.6% 101.07
Close 103.47 102.75 -0.72 -0.7% 104.76
Range 1.90 1.39 -0.51 -26.8% 5.11
ATR 1.76 1.74 -0.03 -1.5% 0.00
Volume 28,794 35,281 6,487 22.5% 222,198
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 107.18 106.35 103.51
R3 105.79 104.96 103.13
R2 104.40 104.40 103.00
R1 103.57 103.57 102.88 103.29
PP 103.01 103.01 103.01 102.87
S1 102.18 102.18 102.62 101.90
S2 101.62 101.62 102.50
S3 100.23 100.79 102.37
S4 98.84 99.40 101.99
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
5 106.18 102.44 3.74 3.6% 1.91 1.9% 8% False True 42,345
10 106.18 101.07 5.11 5.0% 1.73 1.7% 33% False False 41,589
20 106.18 101.07 5.11 5.0% 1.69 1.6% 33% False False 38,845
40 106.18 91.95 14.23 13.8% 1.70 1.7% 76% False False 35,641
60 106.18 91.22 14.96 14.6% 1.70 1.7% 77% False False 28,851
80 106.18 85.96 20.22 19.7% 1.72 1.7% 83% False False 24,063
100 106.18 85.96 20.22 19.7% 1.66 1.6% 83% False False 20,507
120 106.18 85.96 20.22 19.7% 1.55 1.5% 83% False False 17,853
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 109.74
2.618 107.47
1.618 106.08
1.000 105.22
0.618 104.69
HIGH 103.83
0.618 103.30
0.500 103.14
0.382 102.97
LOW 102.44
0.618 101.58
1.000 101.05
1.618 100.19
2.618 98.80
4.250 96.53
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 103.14 103.91
PP 103.01 103.52
S1 102.88 103.14

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

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