NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 09-Aug-2013
Day Change Summary
Previous Current
08-Aug-2013 09-Aug-2013 Change Change % Previous Week
Open 102.57 101.86 -0.71 -0.7% 104.61
High 103.18 103.97 0.79 0.8% 105.38
Low 100.80 101.83 1.03 1.0% 100.80
Close 101.75 103.82 2.07 2.0% 103.82
Range 2.38 2.14 -0.24 -10.1% 4.58
ATR 1.78 1.81 0.03 1.8% 0.00
Volume 59,194 60,105 911 1.5% 226,783
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 109.63 108.86 105.00
R3 107.49 106.72 104.41
R2 105.35 105.35 104.21
R1 104.58 104.58 104.02 104.97
PP 103.21 103.21 103.21 103.40
S1 102.44 102.44 103.62 102.83
S2 101.07 101.07 103.43
S3 98.93 100.30 103.23
S4 96.79 98.16 102.64
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 117.07 115.03 106.34
R3 112.49 110.45 105.08
R2 107.91 107.91 104.66
R1 105.87 105.87 104.24 104.60
PP 103.33 103.33 103.33 102.70
S1 101.29 101.29 103.40 100.02
S2 98.75 98.75 102.98
S3 94.17 96.71 102.56
S4 89.59 92.13 101.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.38 100.80 4.58 4.4% 1.94 1.9% 66% False False 45,356
10 106.18 100.80 5.38 5.2% 1.89 1.8% 56% False False 44,898
20 106.18 100.80 5.38 5.2% 1.74 1.7% 56% False False 39,552
40 106.18 91.95 14.23 13.7% 1.74 1.7% 83% False False 37,903
60 106.18 91.22 14.96 14.4% 1.72 1.7% 84% False False 30,550
80 106.18 85.96 20.22 19.5% 1.72 1.7% 88% False False 25,295
100 106.18 85.96 20.22 19.5% 1.67 1.6% 88% False False 21,606
120 106.18 85.96 20.22 19.5% 1.56 1.5% 88% False False 18,776
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.07
2.618 109.57
1.618 107.43
1.000 106.11
0.618 105.29
HIGH 103.97
0.618 103.15
0.500 102.90
0.382 102.65
LOW 101.83
0.618 100.51
1.000 99.69
1.618 98.37
2.618 96.23
4.250 92.74
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 103.51 103.34
PP 103.21 102.86
S1 102.90 102.39

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

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