NYMEX Light Sweet Crude Oil Future December 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 103.02 102.40 -0.62 -0.6% 101.45
High 103.58 102.40 -1.18 -1.1% 104.54
Low 101.65 101.15 -0.50 -0.5% 99.92
Close 102.11 101.49 -0.62 -0.6% 103.23
Range 1.93 1.25 -0.68 -35.2% 4.62
ATR 1.69 1.66 -0.03 -1.9% 0.00
Volume 44,260 54,230 9,970 22.5% 305,260
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 105.43 104.71 102.18
R3 104.18 103.46 101.83
R2 102.93 102.93 101.72
R1 102.21 102.21 101.60 101.95
PP 101.68 101.68 101.68 101.55
S1 100.96 100.96 101.38 100.70
S2 100.43 100.43 101.26
S3 99.18 99.71 101.15
S4 97.93 98.46 100.80
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 116.42 114.45 105.77
R3 111.80 109.83 104.50
R2 107.18 107.18 104.08
R1 105.21 105.21 103.65 106.20
PP 102.56 102.56 102.56 103.06
S1 100.59 100.59 102.81 101.58
S2 97.94 97.94 102.38
S3 93.32 95.97 101.96
S4 88.70 91.35 100.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.54 101.15 3.39 3.3% 1.81 1.8% 10% False True 62,552
10 104.54 99.92 4.62 4.6% 1.61 1.6% 34% False False 60,703
20 104.54 99.83 4.71 4.6% 1.59 1.6% 35% False False 72,442
40 104.54 91.05 13.49 13.3% 1.68 1.7% 77% False False 76,600
60 104.54 90.69 13.85 13.6% 1.72 1.7% 78% False False 71,283
80 104.54 85.52 19.02 18.7% 1.79 1.8% 84% False False 68,655
100 104.54 85.52 19.02 18.7% 1.76 1.7% 84% False False 64,831
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.40
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 107.71
2.618 105.67
1.618 104.42
1.000 103.65
0.618 103.17
HIGH 102.40
0.618 101.92
0.500 101.78
0.382 101.63
LOW 101.15
0.618 100.38
1.000 99.90
1.618 99.13
2.618 97.88
4.250 95.84
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 101.78 102.47
PP 101.68 102.14
S1 101.59 101.82

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

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