NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 97.00 96.57 -0.43 -0.4% 95.73
High 97.40 97.21 -0.19 -0.2% 98.05
Low 96.41 96.57 0.16 0.2% 95.22
Close 96.65 97.01 0.36 0.4% 97.97
Range 0.99 0.64 -0.35 -35.4% 2.83
ATR 1.09 1.05 -0.03 -2.9% 0.00
Volume 28,667 24,043 -4,624 -16.1% 82,594
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 98.85 98.57 97.36
R3 98.21 97.93 97.19
R2 97.57 97.57 97.13
R1 97.29 97.29 97.07 97.43
PP 96.93 96.93 96.93 97.00
S1 96.65 96.65 96.95 96.79
S2 96.29 96.29 96.89
S3 95.65 96.01 96.83
S4 95.01 95.37 96.66
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 105.57 104.60 99.53
R3 102.74 101.77 98.75
R2 99.91 99.91 98.49
R1 98.94 98.94 98.23 99.43
PP 97.08 97.08 97.08 97.32
S1 96.11 96.11 97.71 96.60
S2 94.25 94.25 97.45
S3 91.42 93.28 97.19
S4 88.59 90.45 96.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.20 96.41 1.79 1.8% 0.89 0.9% 34% False False 20,649
10 98.20 94.64 3.56 3.7% 0.94 1.0% 67% False False 18,263
20 98.20 93.99 4.21 4.3% 1.04 1.1% 72% False False 16,352
40 98.20 90.08 8.12 8.4% 1.04 1.1% 85% False False 20,918
60 98.20 88.11 10.09 10.4% 1.16 1.2% 88% False False 20,418
80 98.20 86.89 11.31 11.7% 1.25 1.3% 89% False False 18,291
100 98.20 84.84 13.36 13.8% 1.27 1.3% 91% False False 16,572
120 98.20 84.84 13.36 13.8% 1.21 1.2% 91% False False 15,217
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 99.93
2.618 98.89
1.618 98.25
1.000 97.85
0.618 97.61
HIGH 97.21
0.618 96.97
0.500 96.89
0.382 96.81
LOW 96.57
0.618 96.17
1.000 95.93
1.618 95.53
2.618 94.89
4.250 93.85
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 96.97 97.22
PP 96.93 97.15
S1 96.89 97.08

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

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