NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 102.85 103.08 0.23 0.2% 100.98
High 103.33 103.91 0.58 0.6% 103.91
Low 102.46 102.77 0.31 0.3% 100.24
Close 103.16 103.72 0.56 0.5% 103.72
Range 0.87 1.14 0.27 31.0% 3.67
ATR 1.41 1.39 -0.02 -1.4% 0.00
Volume 22,745 19,335 -3,410 -15.0% 103,106
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 106.89 106.44 104.35
R3 105.75 105.30 104.03
R2 104.61 104.61 103.93
R1 104.16 104.16 103.82 104.39
PP 103.47 103.47 103.47 103.58
S1 103.02 103.02 103.62 103.25
S2 102.33 102.33 103.51
S3 101.19 101.88 103.41
S4 100.05 100.74 103.09
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 113.63 112.35 105.74
R3 109.96 108.68 104.73
R2 106.29 106.29 104.39
R1 105.01 105.01 104.06 105.65
PP 102.62 102.62 102.62 102.95
S1 101.34 101.34 103.38 101.98
S2 98.95 98.95 103.05
S3 95.28 97.67 102.71
S4 91.61 94.00 101.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.91 100.24 3.67 3.5% 1.15 1.1% 95% True False 20,621
10 103.91 98.55 5.36 5.2% 1.41 1.4% 96% True False 19,773
20 103.91 98.55 5.36 5.2% 1.41 1.4% 96% True False 18,328
40 103.91 90.40 13.51 13.0% 1.42 1.4% 99% True False 19,250
60 103.91 90.35 13.56 13.1% 1.41 1.4% 99% True False 15,129
80 103.91 88.45 15.46 14.9% 1.45 1.4% 99% True False 12,749
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.76
2.618 106.89
1.618 105.75
1.000 105.05
0.618 104.61
HIGH 103.91
0.618 103.47
0.500 103.34
0.382 103.21
LOW 102.77
0.618 102.07
1.000 101.63
1.618 100.93
2.618 99.79
4.250 97.93
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 103.59 103.39
PP 103.47 103.06
S1 103.34 102.74

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

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