NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 100.60 102.32 1.72 1.7% 103.11
High 102.49 103.13 0.64 0.6% 103.79
Low 100.50 101.57 1.07 1.1% 99.65
Close 102.38 102.97 0.59 0.6% 102.38
Range 1.99 1.56 -0.43 -21.6% 4.14
ATR 1.72 1.71 -0.01 -0.7% 0.00
Volume 67,219 75,632 8,413 12.5% 290,450
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 107.24 106.66 103.83
R3 105.68 105.10 103.40
R2 104.12 104.12 103.26
R1 103.54 103.54 103.11 103.83
PP 102.56 102.56 102.56 102.70
S1 101.98 101.98 102.83 102.27
S2 101.00 101.00 102.68
S3 99.44 100.42 102.54
S4 97.88 98.86 102.11
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
5 103.58 99.65 3.93 3.8% 1.81 1.8% 84% False False 60,814
10 104.54 99.65 4.89 4.7% 1.80 1.7% 68% False False 63,345
20 104.54 99.65 4.89 4.7% 1.65 1.6% 68% False False 64,504
40 104.54 91.05 13.49 13.1% 1.69 1.6% 88% False False 78,021
60 104.54 90.69 13.85 13.5% 1.71 1.7% 89% False False 72,116
80 104.54 87.12 17.42 16.9% 1.76 1.7% 91% False False 68,509
100 104.54 85.52 19.02 18.5% 1.77 1.7% 92% False False 65,627
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 0.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109.76
2.618 107.21
1.618 105.65
1.000 104.69
0.618 104.09
HIGH 103.13
0.618 102.53
0.500 102.35
0.382 102.17
LOW 101.57
0.618 100.61
1.000 100.01
1.618 99.05
2.618 97.49
4.250 94.94
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 102.76 102.44
PP 102.56 101.92
S1 102.35 101.39

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

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