NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 103.08 103.91 0.83 0.8% 100.98
High 103.91 103.92 0.01 0.0% 103.91
Low 102.77 103.09 0.32 0.3% 100.24
Close 103.72 103.32 -0.40 -0.4% 103.72
Range 1.14 0.83 -0.31 -27.2% 3.67
ATR 1.39 1.35 -0.04 -2.9% 0.00
Volume 19,335 20,286 951 4.9% 103,106
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 105.93 105.46 103.78
R3 105.10 104.63 103.55
R2 104.27 104.27 103.47
R1 103.80 103.80 103.40 103.62
PP 103.44 103.44 103.44 103.36
S1 102.97 102.97 103.24 102.79
S2 102.61 102.61 103.17
S3 101.78 102.14 103.09
S4 100.95 101.31 102.86
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
5 103.92 101.42 2.50 2.4% 1.02 1.0% 76% True False 20,023
10 103.92 98.55 5.37 5.2% 1.32 1.3% 89% True False 20,059
20 103.92 98.55 5.37 5.2% 1.39 1.3% 89% True False 18,452
40 103.92 90.40 13.52 13.1% 1.37 1.3% 96% True False 19,392
60 103.92 90.35 13.57 13.1% 1.40 1.4% 96% True False 15,380
80 103.92 88.45 15.47 15.0% 1.44 1.4% 96% True False 12,970
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 0.36
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 107.45
2.618 106.09
1.618 105.26
1.000 104.75
0.618 104.43
HIGH 103.92
0.618 103.60
0.500 103.51
0.382 103.41
LOW 103.09
0.618 102.58
1.000 102.26
1.618 101.75
2.618 100.92
4.250 99.56
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 103.51 103.28
PP 103.44 103.23
S1 103.38 103.19

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

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