NYMEX Light Sweet Crude Oil Future January 2014


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 100.98 101.55 0.57 0.6% 101.45
High 101.76 102.56 0.80 0.8% 102.24
Low 100.24 101.42 1.18 1.2% 98.55
Close 101.68 102.42 0.74 0.7% 101.03
Range 1.52 1.14 -0.38 -25.0% 3.69
ATR 1.51 1.48 -0.03 -1.7% 0.00
Volume 23,277 19,545 -3,732 -16.0% 94,631
Daily Pivots for day following 13-Aug-2013
Classic Woodie Camarilla DeMark
R4 105.55 105.13 103.05
R3 104.41 103.99 102.73
R2 103.27 103.27 102.63
R1 102.85 102.85 102.52 103.06
PP 102.13 102.13 102.13 102.24
S1 101.71 101.71 102.32 101.92
S2 100.99 100.99 102.21
S3 99.85 100.57 102.11
S4 98.71 99.43 101.79
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 111.68 110.04 103.06
R3 107.99 106.35 102.04
R2 104.30 104.30 101.71
R1 102.66 102.66 101.37 101.64
PP 100.61 100.61 100.61 100.09
S1 98.97 98.97 100.69 97.95
S2 96.92 96.92 100.35
S3 93.23 95.28 100.02
S4 89.54 91.59 99.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.56 98.55 4.01 3.9% 1.51 1.5% 97% True False 21,769
10 102.93 98.55 4.38 4.3% 1.63 1.6% 88% False False 20,089
20 102.93 98.55 4.38 4.3% 1.47 1.4% 88% False False 17,631
40 102.93 90.40 12.53 12.2% 1.45 1.4% 96% False False 18,264
60 102.93 90.35 12.58 12.3% 1.43 1.4% 96% False False 14,351
80 102.93 87.41 15.52 15.2% 1.46 1.4% 97% False False 12,095
Crabel Price Patterns
NR True
NR4 True
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 0.49
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.41
2.618 105.54
1.618 104.40
1.000 103.70
0.618 103.26
HIGH 102.56
0.618 102.12
0.500 101.99
0.382 101.86
LOW 101.42
0.618 100.72
1.000 100.28
1.618 99.58
2.618 98.44
4.250 96.58
Fisher Pivots for day following 13-Aug-2013
Pivot 1 day 3 day
R1 102.28 101.92
PP 102.13 101.41
S1 101.99 100.91

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

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