NYMEX Light Sweet Crude Oil Future December 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 101.30 100.60 -0.70 -0.7% 103.11
High 101.95 102.49 0.54 0.5% 103.79
Low 99.65 100.50 0.85 0.9% 99.65
Close 100.53 102.38 1.85 1.8% 102.38
Range 2.30 1.99 -0.31 -13.5% 4.14
ATR 1.70 1.72 0.02 1.2% 0.00
Volume 62,732 67,219 4,487 7.2% 290,450
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 107.76 107.06 103.47
R3 105.77 105.07 102.93
R2 103.78 103.78 102.74
R1 103.08 103.08 102.56 103.43
PP 101.79 101.79 101.79 101.97
S1 101.09 101.09 102.20 101.44
S2 99.80 99.80 102.02
S3 97.81 99.10 101.83
S4 95.82 97.11 101.29
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 114.36 112.51 104.66
R3 110.22 108.37 103.52
R2 106.08 106.08 103.14
R1 104.23 104.23 102.76 103.09
PP 101.94 101.94 101.94 101.37
S1 100.09 100.09 102.00 98.95
S2 97.80 97.80 101.62
S3 93.66 95.95 101.24
S4 89.52 91.81 100.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.79 99.65 4.14 4.0% 1.86 1.8% 66% False False 58,090
10 104.54 99.65 4.89 4.8% 1.76 1.7% 56% False False 59,571
20 104.54 99.65 4.89 4.8% 1.65 1.6% 56% False False 64,922
40 104.54 91.05 13.49 13.2% 1.69 1.7% 84% False False 77,402
60 104.54 90.69 13.85 13.5% 1.72 1.7% 84% False False 71,863
80 104.54 85.52 19.02 18.6% 1.77 1.7% 89% False False 68,437
100 104.54 85.52 19.02 18.6% 1.76 1.7% 89% False False 65,397
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.95
2.618 107.70
1.618 105.71
1.000 104.48
0.618 103.72
HIGH 102.49
0.618 101.73
0.500 101.50
0.382 101.26
LOW 100.50
0.618 99.27
1.000 98.51
1.618 97.28
2.618 95.29
4.250 92.04
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 102.09 101.94
PP 101.79 101.51
S1 101.50 101.07

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

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