NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 14-Aug-2013
Day Change Summary
Previous Current
13-Aug-2013 14-Aug-2013 Change Change % Previous Week
Open 101.55 102.03 0.48 0.5% 101.45
High 102.56 102.66 0.10 0.1% 102.24
Low 101.42 101.56 0.14 0.1% 98.55
Close 102.42 102.57 0.15 0.1% 101.03
Range 1.14 1.10 -0.04 -3.5% 3.69
ATR 1.48 1.45 -0.03 -1.8% 0.00
Volume 19,545 18,204 -1,341 -6.9% 94,631
Daily Pivots for day following 14-Aug-2013
Classic Woodie Camarilla DeMark
R4 105.56 105.17 103.18
R3 104.46 104.07 102.87
R2 103.36 103.36 102.77
R1 102.97 102.97 102.67 103.17
PP 102.26 102.26 102.26 102.36
S1 101.87 101.87 102.47 102.07
S2 101.16 101.16 102.37
S3 100.06 100.77 102.27
S4 98.96 99.67 101.97
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
5 102.66 98.55 4.11 4.0% 1.54 1.5% 98% True False 22,354
10 102.93 98.55 4.38 4.3% 1.57 1.5% 92% False False 19,554
20 102.93 98.55 4.38 4.3% 1.47 1.4% 92% False False 17,900
40 102.93 90.40 12.53 12.2% 1.46 1.4% 97% False False 18,542
60 102.93 90.35 12.58 12.3% 1.42 1.4% 97% False False 14,570
80 102.93 87.41 15.52 15.1% 1.46 1.4% 98% False False 12,296
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.48
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 107.34
2.618 105.54
1.618 104.44
1.000 103.76
0.618 103.34
HIGH 102.66
0.618 102.24
0.500 102.11
0.382 101.98
LOW 101.56
0.618 100.88
1.000 100.46
1.618 99.78
2.618 98.68
4.250 96.89
Fisher Pivots for day following 14-Aug-2013
Pivot 1 day 3 day
R1 102.42 102.20
PP 102.26 101.82
S1 102.11 101.45

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

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