NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 97.28 98.49 1.21 1.2% 98.67
High 98.29 99.56 1.27 1.3% 98.98
Low 96.74 97.92 1.18 1.2% 96.94
Close 98.17 99.54 1.37 1.4% 97.88
Range 1.55 1.64 0.09 5.8% 2.04
ATR 1.21 1.24 0.03 2.6% 0.00
Volume 11,718 11,360 -358 -3.1% 62,496
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 103.93 103.37 100.44
R3 102.29 101.73 99.99
R2 100.65 100.65 99.84
R1 100.09 100.09 99.69 100.37
PP 99.01 99.01 99.01 99.15
S1 98.45 98.45 99.39 98.73
S2 97.37 97.37 99.24
S3 95.73 96.81 99.09
S4 94.09 95.17 98.64
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 104.05 103.01 99.00
R3 102.01 100.97 98.44
R2 99.97 99.97 98.25
R1 98.93 98.93 98.07 98.43
PP 97.93 97.93 97.93 97.69
S1 96.89 96.89 97.69 96.39
S2 95.89 95.89 97.51
S3 93.85 94.85 97.32
S4 91.81 92.81 96.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.56 96.74 2.82 2.8% 1.12 1.1% 99% True False 8,836
10 99.56 96.74 2.82 2.8% 1.25 1.3% 99% True False 11,322
20 99.56 94.29 5.27 5.3% 1.13 1.1% 100% True False 14,333
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 0.36
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 106.53
2.618 103.85
1.618 102.21
1.000 101.20
0.618 100.57
HIGH 99.56
0.618 98.93
0.500 98.74
0.382 98.55
LOW 97.92
0.618 96.91
1.000 96.28
1.618 95.27
2.618 93.63
4.250 90.95
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 99.27 99.08
PP 99.01 98.61
S1 98.74 98.15

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

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