NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 105.59 104.64 -0.95 -0.9% 102.32
High 105.59 104.86 -0.73 -0.7% 105.41
Low 104.42 103.22 -1.20 -1.1% 101.57
Close 104.73 103.59 -1.14 -1.1% 105.17
Range 1.17 1.64 0.47 40.2% 3.84
ATR 1.55 1.55 0.01 0.4% 0.00
Volume 68,622 56,979 -11,643 -17.0% 319,178
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 108.81 107.84 104.49
R3 107.17 106.20 104.04
R2 105.53 105.53 103.89
R1 104.56 104.56 103.74 104.23
PP 103.89 103.89 103.89 103.72
S1 102.92 102.92 103.44 102.59
S2 102.25 102.25 103.29
S3 100.61 101.28 103.14
S4 98.97 99.64 102.69
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
5 105.59 102.91 2.68 2.6% 1.27 1.2% 25% False False 63,301
10 105.59 99.65 5.94 5.7% 1.47 1.4% 66% False False 62,896
20 105.59 99.65 5.94 5.7% 1.59 1.5% 66% False False 62,532
40 105.59 92.00 13.59 13.1% 1.57 1.5% 85% False False 76,016
60 105.59 90.69 14.90 14.4% 1.68 1.6% 87% False False 72,723
80 105.59 88.78 16.81 16.2% 1.73 1.7% 88% False False 69,119
100 105.59 85.52 20.07 19.4% 1.77 1.7% 90% False False 66,369
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 111.83
2.618 109.15
1.618 107.51
1.000 106.50
0.618 105.87
HIGH 104.86
0.618 104.23
0.500 104.04
0.382 103.85
LOW 103.22
0.618 102.21
1.000 101.58
1.618 100.57
2.618 98.93
4.250 96.25
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 104.04 104.41
PP 103.89 104.13
S1 103.74 103.86

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

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