NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 102.39 103.34 0.95 0.9% 105.59
High 103.44 104.82 1.38 1.3% 105.59
Low 102.13 102.68 0.55 0.5% 102.13
Close 103.26 104.53 1.27 1.2% 104.53
Range 1.31 2.14 0.83 63.4% 3.46
ATR 1.54 1.59 0.04 2.8% 0.00
Volume 87,872 72,064 -15,808 -18.0% 399,752
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 110.43 109.62 105.71
R3 108.29 107.48 105.12
R2 106.15 106.15 104.92
R1 105.34 105.34 104.73 105.75
PP 104.01 104.01 104.01 104.21
S1 103.20 103.20 104.33 103.61
S2 101.87 101.87 104.14
S3 99.73 101.06 103.94
S4 97.59 98.92 103.35
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 114.46 112.96 106.43
R3 111.00 109.50 105.48
R2 107.54 107.54 105.16
R1 106.04 106.04 104.85 105.06
PP 104.08 104.08 104.08 103.60
S1 102.58 102.58 104.21 101.60
S2 100.62 100.62 103.90
S3 97.16 99.12 103.58
S4 93.70 95.66 102.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.59 102.13 3.46 3.3% 1.59 1.5% 69% False False 79,950
10 105.59 101.57 4.02 3.8% 1.42 1.4% 74% False False 71,893
20 105.59 99.65 5.94 5.7% 1.59 1.5% 82% False False 65,732
40 105.59 93.94 11.65 11.1% 1.58 1.5% 91% False False 76,924
60 105.59 90.69 14.90 14.3% 1.65 1.6% 93% False False 74,916
80 105.59 89.55 16.04 15.3% 1.71 1.6% 93% False False 70,395
100 105.59 85.52 20.07 19.2% 1.77 1.7% 95% False False 67,813
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 0.38
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 113.92
2.618 110.42
1.618 108.28
1.000 106.96
0.618 106.14
HIGH 104.82
0.618 104.00
0.500 103.75
0.382 103.50
LOW 102.68
0.618 101.36
1.000 100.54
1.618 99.22
2.618 97.08
4.250 93.59
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 104.27 104.18
PP 104.01 103.83
S1 103.75 103.48

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

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