NYMEX Light Sweet Crude Oil Future May 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 98.19 99.77 1.58 1.6% 98.97
High 98.42 100.22 1.80 1.8% 99.11
Low 98.19 99.65 1.46 1.5% 97.20
Close 98.21 100.11 1.90 1.9% 98.43
Range 0.23 0.57 0.34 147.8% 1.91
ATR
Volume 2,396 1,126 -1,270 -53.0% 14,561
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 101.70 101.48 100.42
R3 101.13 100.91 100.27
R2 100.56 100.56 100.21
R1 100.34 100.34 100.16 100.45
PP 99.99 99.99 99.99 100.05
S1 99.77 99.77 100.06 99.88
S2 99.42 99.42 100.01
S3 98.85 99.20 99.95
S4 98.28 98.63 99.80
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 103.98 103.11 99.48
R3 102.07 101.20 98.96
R2 100.16 100.16 98.78
R1 99.29 99.29 98.61 98.77
PP 98.25 98.25 98.25 97.99
S1 97.38 97.38 98.25 96.86
S2 96.34 96.34 98.08
S3 94.43 95.47 97.90
S4 92.52 93.56 97.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.22 97.20 3.02 3.0% 0.59 0.6% 96% True False 2,717
10 100.22 97.20 3.02 3.0% 0.58 0.6% 96% True False 2,853
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.64
2.618 101.71
1.618 101.14
1.000 100.79
0.618 100.57
HIGH 100.22
0.618 100.00
0.500 99.94
0.382 99.87
LOW 99.65
0.618 99.30
1.000 99.08
1.618 98.73
2.618 98.16
4.250 97.23
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 100.05 99.68
PP 99.99 99.26
S1 99.94 98.83

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

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