NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 102.03 102.85 0.82 0.8% 101.45
High 102.66 103.33 0.67 0.7% 102.24
Low 101.56 102.46 0.90 0.9% 98.55
Close 102.57 103.16 0.59 0.6% 101.03
Range 1.10 0.87 -0.23 -20.9% 3.69
ATR 1.45 1.41 -0.04 -2.9% 0.00
Volume 18,204 22,745 4,541 24.9% 94,631
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 105.59 105.25 103.64
R3 104.72 104.38 103.40
R2 103.85 103.85 103.32
R1 103.51 103.51 103.24 103.68
PP 102.98 102.98 102.98 103.07
S1 102.64 102.64 103.08 102.81
S2 102.11 102.11 103.00
S3 101.24 101.77 102.92
S4 100.37 100.90 102.68
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
5 103.33 99.26 4.07 3.9% 1.29 1.3% 96% True False 22,663
10 103.33 98.55 4.78 4.6% 1.46 1.4% 96% True False 20,224
20 103.33 98.55 4.78 4.6% 1.44 1.4% 96% True False 18,382
40 103.33 90.40 12.93 12.5% 1.46 1.4% 99% True False 18,993
60 103.33 90.35 12.98 12.6% 1.42 1.4% 99% True False 14,857
80 103.33 88.45 14.88 14.4% 1.46 1.4% 99% True False 12,556
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 41 trading days
Fibonacci Retracements and Extensions
4.250 107.03
2.618 105.61
1.618 104.74
1.000 104.20
0.618 103.87
HIGH 103.33
0.618 103.00
0.500 102.90
0.382 102.79
LOW 102.46
0.618 101.92
1.000 101.59
1.618 101.05
2.618 100.18
4.250 98.76
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 103.07 102.90
PP 102.98 102.64
S1 102.90 102.38

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

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