NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 104.10 104.57 0.47 0.5% 102.32
High 104.85 105.41 0.56 0.5% 105.41
Low 103.75 104.22 0.47 0.5% 101.57
Close 104.64 105.17 0.53 0.5% 105.17
Range 1.10 1.19 0.09 8.2% 3.84
ATR 1.61 1.58 -0.03 -1.8% 0.00
Volume 65,438 65,718 280 0.4% 319,178
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 108.50 108.03 105.82
R3 107.31 106.84 105.50
R2 106.12 106.12 105.39
R1 105.65 105.65 105.28 105.89
PP 104.93 104.93 104.93 105.05
S1 104.46 104.46 105.06 104.70
S2 103.74 103.74 104.95
S3 102.55 103.27 104.84
S4 101.36 102.08 104.52
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 115.57 114.21 107.28
R3 111.73 110.37 106.23
R2 107.89 107.89 105.87
R1 106.53 106.53 105.52 107.21
PP 104.05 104.05 104.05 104.39
S1 102.69 102.69 104.82 103.37
S2 100.21 100.21 104.47
S3 96.37 98.85 104.11
S4 92.53 95.01 103.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.41 101.57 3.84 3.7% 1.26 1.2% 94% True False 63,835
10 105.41 99.65 5.76 5.5% 1.56 1.5% 96% True False 60,962
20 105.41 99.65 5.76 5.5% 1.59 1.5% 96% True False 63,646
40 105.41 91.05 14.36 13.7% 1.63 1.6% 98% True False 77,317
60 105.41 90.69 14.72 14.0% 1.69 1.6% 98% True False 72,714
80 105.41 88.78 16.63 15.8% 1.74 1.7% 99% True False 69,020
100 105.41 85.52 19.89 18.9% 1.76 1.7% 99% True False 66,207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.47
2.618 108.53
1.618 107.34
1.000 106.60
0.618 106.15
HIGH 105.41
0.618 104.96
0.500 104.82
0.382 104.67
LOW 104.22
0.618 103.48
1.000 103.03
1.618 102.29
2.618 101.10
4.250 99.16
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 105.05 104.83
PP 104.93 104.50
S1 104.82 104.16

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

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