NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 14-Aug-2013
Day Change Summary
Previous Current
13-Aug-2013 14-Aug-2013 Change Change % Previous Week
Open 104.55 104.92 0.37 0.4% 104.61
High 105.35 105.62 0.27 0.3% 105.38
Low 104.03 104.32 0.29 0.3% 100.80
Close 105.21 105.41 0.20 0.2% 103.82
Range 1.32 1.30 -0.02 -1.5% 4.58
ATR 1.76 1.73 -0.03 -1.9% 0.00
Volume 51,997 59,626 7,629 14.7% 226,783
Daily Pivots for day following 14-Aug-2013
Classic Woodie Camarilla DeMark
R4 109.02 108.51 106.13
R3 107.72 107.21 105.77
R2 106.42 106.42 105.65
R1 105.91 105.91 105.53 106.17
PP 105.12 105.12 105.12 105.24
S1 104.61 104.61 105.29 104.87
S2 103.82 103.82 105.17
S3 102.52 103.31 105.05
S4 101.22 102.01 104.70
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
5 105.62 100.80 4.82 4.6% 1.73 1.6% 96% True False 60,219
10 106.18 100.80 5.38 5.1% 1.82 1.7% 86% False False 51,282
20 106.18 100.80 5.38 5.1% 1.74 1.6% 86% False False 44,737
40 106.18 91.95 14.23 13.5% 1.75 1.7% 95% False False 40,863
60 106.18 91.22 14.96 14.2% 1.70 1.6% 95% False False 33,033
80 106.18 87.81 18.37 17.4% 1.71 1.6% 96% False False 27,345
100 106.18 85.96 20.22 19.2% 1.68 1.6% 96% False False 23,297
120 106.18 85.96 20.22 19.2% 1.57 1.5% 96% False False 20,183
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 0.49
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 111.15
2.618 109.02
1.618 107.72
1.000 106.92
0.618 106.42
HIGH 105.62
0.618 105.12
0.500 104.97
0.382 104.82
LOW 104.32
0.618 103.52
1.000 103.02
1.618 102.22
2.618 100.92
4.250 98.80
Fisher Pivots for day following 14-Aug-2013
Pivot 1 day 3 day
R1 105.26 105.04
PP 105.12 104.68
S1 104.97 104.31

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

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