NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 99.78 99.13 -0.65 -0.7% 98.04
High 100.14 99.68 -0.46 -0.5% 100.14
Low 98.84 98.11 -0.73 -0.7% 96.74
Close 99.25 99.30 0.05 0.1% 99.25
Range 1.30 1.57 0.27 20.8% 3.40
ATR 1.24 1.26 0.02 1.9% 0.00
Volume 17,609 11,305 -6,304 -35.8% 50,087
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 103.74 103.09 100.16
R3 102.17 101.52 99.73
R2 100.60 100.60 99.59
R1 99.95 99.95 99.44 100.28
PP 99.03 99.03 99.03 99.19
S1 98.38 98.38 99.16 98.71
S2 97.46 97.46 99.01
S3 95.89 96.81 98.87
S4 94.32 95.24 98.44
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 108.91 107.48 101.12
R3 105.51 104.08 100.19
R2 102.11 102.11 99.87
R1 100.68 100.68 99.56 101.40
PP 98.71 98.71 98.71 99.07
S1 97.28 97.28 98.94 98.00
S2 95.31 95.31 98.63
S3 91.91 93.88 98.32
S4 88.51 90.48 97.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.14 96.74 3.40 3.4% 1.37 1.4% 75% False False 11,219
10 100.14 96.74 3.40 3.4% 1.27 1.3% 75% False False 10,574
20 100.14 95.55 4.59 4.6% 1.15 1.2% 82% False False 13,674
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.35
2.618 103.79
1.618 102.22
1.000 101.25
0.618 100.65
HIGH 99.68
0.618 99.08
0.500 98.90
0.382 98.71
LOW 98.11
0.618 97.14
1.000 96.54
1.618 95.57
2.618 94.00
4.250 91.44
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 99.17 99.21
PP 99.03 99.12
S1 98.90 99.03

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

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