NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 98.81 98.94 0.13 0.1% 98.19
High 99.35 99.54 0.19 0.2% 101.55
Low 98.80 98.77 -0.03 0.0% 98.19
Close 98.94 99.49 0.55 0.6% 98.94
Range 0.55 0.77 0.22 40.0% 3.36
ATR 0.86 0.85 -0.01 -0.7% 0.00
Volume 3,819 3,819 0 0.0% 17,162
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 101.58 101.30 99.91
R3 100.81 100.53 99.70
R2 100.04 100.04 99.63
R1 99.76 99.76 99.56 99.90
PP 99.27 99.27 99.27 99.34
S1 98.99 98.99 99.42 99.13
S2 98.50 98.50 99.35
S3 97.73 98.22 99.28
S4 96.96 97.45 99.07
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 109.64 107.65 100.79
R3 106.28 104.29 99.86
R2 102.92 102.92 99.56
R1 100.93 100.93 99.25 101.93
PP 99.56 99.56 99.56 100.06
S1 97.57 97.57 98.63 98.57
S2 96.20 96.20 98.32
S3 92.84 94.21 98.02
S4 89.48 90.85 97.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.55 98.77 2.78 2.8% 0.81 0.8% 26% False True 3,717
10 101.55 97.20 4.35 4.4% 0.66 0.7% 53% False False 3,245
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.81
2.618 101.56
1.618 100.79
1.000 100.31
0.618 100.02
HIGH 99.54
0.618 99.25
0.500 99.16
0.382 99.06
LOW 98.77
0.618 98.29
1.000 98.00
1.618 97.52
2.618 96.75
4.250 95.50
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 99.38 99.49
PP 99.27 99.49
S1 99.16 99.49

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

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