NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 26-Aug-2013
Day Change Summary
Previous Current
23-Aug-2013 26-Aug-2013 Change Change % Previous Week
Open 99.71 100.95 1.24 1.2% 101.21
High 100.59 100.95 0.36 0.4% 101.28
Low 99.16 100.09 0.93 0.9% 98.98
Close 100.49 100.25 -0.24 -0.2% 100.49
Range 1.43 0.86 -0.57 -39.9% 2.30
ATR 1.17 1.15 -0.02 -1.9% 0.00
Volume 14,462 10,551 -3,911 -27.0% 76,630
Daily Pivots for day following 26-Aug-2013
Classic Woodie Camarilla DeMark
R4 103.01 102.49 100.72
R3 102.15 101.63 100.49
R2 101.29 101.29 100.41
R1 100.77 100.77 100.33 100.60
PP 100.43 100.43 100.43 100.35
S1 99.91 99.91 100.17 99.74
S2 99.57 99.57 100.09
S3 98.71 99.05 100.01
S4 97.85 98.19 99.78
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 107.15 106.12 101.76
R3 104.85 103.82 101.12
R2 102.55 102.55 100.91
R1 101.52 101.52 100.70 100.89
PP 100.25 100.25 100.25 99.93
S1 99.22 99.22 100.28 98.59
S2 97.95 97.95 100.07
S3 95.65 96.92 99.86
S4 93.35 94.62 99.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.95 98.98 1.97 2.0% 1.06 1.1% 64% True False 14,754
10 101.28 98.98 2.30 2.3% 0.97 1.0% 55% False False 13,284
20 101.28 96.50 4.78 4.8% 1.19 1.2% 78% False False 11,918
40 101.28 92.96 8.32 8.3% 1.11 1.1% 88% False False 13,386
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.61
2.618 103.20
1.618 102.34
1.000 101.81
0.618 101.48
HIGH 100.95
0.618 100.62
0.500 100.52
0.382 100.42
LOW 100.09
0.618 99.56
1.000 99.23
1.618 98.70
2.618 97.84
4.250 96.44
Fisher Pivots for day following 26-Aug-2013
Pivot 1 day 3 day
R1 100.52 100.17
PP 100.43 100.09
S1 100.34 100.02

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

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