NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 13-Aug-2013
Day Change Summary
Previous Current
12-Aug-2013 13-Aug-2013 Change Change % Previous Week
Open 102.32 103.10 0.78 0.8% 103.11
High 103.13 103.92 0.79 0.8% 103.79
Low 101.57 102.71 1.14 1.1% 99.65
Close 102.97 103.78 0.81 0.8% 102.38
Range 1.56 1.21 -0.35 -22.4% 4.14
ATR 1.71 1.68 -0.04 -2.1% 0.00
Volume 75,632 52,641 -22,991 -30.4% 290,450
Daily Pivots for day following 13-Aug-2013
Classic Woodie Camarilla DeMark
R4 107.10 106.65 104.45
R3 105.89 105.44 104.11
R2 104.68 104.68 104.00
R1 104.23 104.23 103.89 104.46
PP 103.47 103.47 103.47 103.58
S1 103.02 103.02 103.67 103.25
S2 102.26 102.26 103.56
S3 101.05 101.81 103.45
S4 99.84 100.60 103.11
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
5 103.92 99.65 4.27 4.1% 1.66 1.6% 97% True False 62,490
10 104.54 99.65 4.89 4.7% 1.80 1.7% 84% False False 64,282
20 104.54 99.65 4.89 4.7% 1.65 1.6% 84% False False 64,864
40 104.54 91.05 13.49 13.0% 1.69 1.6% 94% False False 76,830
60 104.54 90.69 13.85 13.3% 1.71 1.6% 95% False False 72,121
80 104.54 87.15 17.39 16.8% 1.76 1.7% 96% False False 68,171
100 104.54 85.52 19.02 18.3% 1.77 1.7% 96% False False 65,818
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 0.47
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 109.06
2.618 107.09
1.618 105.88
1.000 105.13
0.618 104.67
HIGH 103.92
0.618 103.46
0.500 103.32
0.382 103.17
LOW 102.71
0.618 101.96
1.000 101.50
1.618 100.75
2.618 99.54
4.250 97.57
Fisher Pivots for day following 13-Aug-2013
Pivot 1 day 3 day
R1 103.63 103.26
PP 103.47 102.73
S1 103.32 102.21

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

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