NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 99.30 99.29 -0.01 0.0% 99.97
High 99.33 101.35 2.02 2.0% 99.97
Low 99.01 99.00 -0.01 0.0% 97.95
Close 99.13 101.20 2.07 2.1% 99.36
Range 0.32 2.35 2.03 634.4% 2.02
ATR 0.86 0.97 0.11 12.3% 0.00
Volume 2,814 1,451 -1,363 -48.4% 23,146
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 107.57 106.73 102.49
R3 105.22 104.38 101.85
R2 102.87 102.87 101.63
R1 102.03 102.03 101.42 102.45
PP 100.52 100.52 100.52 100.73
S1 99.68 99.68 100.98 100.10
S2 98.17 98.17 100.77
S3 95.82 97.33 100.55
S4 93.47 94.98 99.91
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 105.15 104.28 100.47
R3 103.13 102.26 99.92
R2 101.11 101.11 99.73
R1 100.24 100.24 99.55 99.67
PP 99.09 99.09 99.09 98.81
S1 98.22 98.22 99.17 97.65
S2 97.07 97.07 98.99
S3 95.05 96.20 98.80
S4 93.03 94.18 98.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.35 97.95 3.40 3.4% 1.04 1.0% 96% True False 3,974
10 101.35 97.95 3.40 3.4% 0.89 0.9% 96% True False 4,013
20 101.35 95.56 5.79 5.7% 0.93 0.9% 97% True False 3,698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 111.34
2.618 107.50
1.618 105.15
1.000 103.70
0.618 102.80
HIGH 101.35
0.618 100.45
0.500 100.18
0.382 99.90
LOW 99.00
0.618 97.55
1.000 96.65
1.618 95.20
2.618 92.85
4.250 89.01
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 100.86 100.74
PP 100.52 100.27
S1 100.18 99.81

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

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