NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 102.24 101.68 -0.56 -0.5% 99.29
High 102.56 102.11 -0.45 -0.4% 102.51
Low 101.76 100.84 -0.92 -0.9% 99.01
Close 101.98 101.12 -0.86 -0.8% 102.35
Range 0.80 1.27 0.47 58.8% 3.50
ATR 1.19 1.20 0.01 0.5% 0.00
Volume 6,937 6,329 -608 -8.8% 43,549
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 105.17 104.41 101.82
R3 103.90 103.14 101.47
R2 102.63 102.63 101.35
R1 101.87 101.87 101.24 101.62
PP 101.36 101.36 101.36 101.23
S1 100.60 100.60 101.00 100.35
S2 100.09 100.09 100.89
S3 98.82 99.33 100.77
S4 97.55 98.06 100.42
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 111.79 110.57 104.28
R3 108.29 107.07 103.31
R2 104.79 104.79 102.99
R1 103.57 103.57 102.67 104.18
PP 101.29 101.29 101.29 101.60
S1 100.07 100.07 102.03 100.68
S2 97.79 97.79 101.71
S3 94.29 96.57 101.39
S4 90.79 93.07 100.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.56 100.50 2.06 2.0% 0.98 1.0% 30% False False 7,654
10 102.56 97.46 5.10 5.0% 1.18 1.2% 72% False False 8,227
20 102.56 97.46 5.10 5.0% 1.21 1.2% 72% False False 8,413
40 102.56 91.35 11.21 11.1% 1.10 1.1% 87% False False 9,065
60 102.56 90.05 12.51 12.4% 1.20 1.2% 88% False False 7,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 107.51
2.618 105.43
1.618 104.16
1.000 103.38
0.618 102.89
HIGH 102.11
0.618 101.62
0.500 101.48
0.382 101.33
LOW 100.84
0.618 100.06
1.000 99.57
1.618 98.79
2.618 97.52
4.250 95.44
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 101.48 101.70
PP 101.36 101.51
S1 101.24 101.31

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

View Archives - Comment on this page... - Back to Index of Symbols