NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 96.57 96.91 0.34 0.4% 97.86
High 97.21 97.78 0.57 0.6% 98.20
Low 96.57 96.55 -0.02 0.0% 96.41
Close 97.01 97.58 0.57 0.6% 97.58
Range 0.64 1.23 0.59 92.2% 1.79
ATR 1.05 1.07 0.01 1.2% 0.00
Volume 24,043 16,406 -7,637 -31.8% 101,592
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 100.99 100.52 98.26
R3 99.76 99.29 97.92
R2 98.53 98.53 97.81
R1 98.06 98.06 97.69 98.30
PP 97.30 97.30 97.30 97.42
S1 96.83 96.83 97.47 97.07
S2 96.07 96.07 97.35
S3 94.84 95.60 97.24
S4 93.61 94.37 96.90
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 102.77 101.96 98.56
R3 100.98 100.17 98.07
R2 99.19 99.19 97.91
R1 98.38 98.38 97.74 97.89
PP 97.40 97.40 97.40 97.15
S1 96.59 96.59 97.42 96.10
S2 95.61 95.61 97.25
S3 93.82 94.80 97.09
S4 92.03 93.01 96.60
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% 0.94 1.0% 65% False False 20,318
10 98.20 95.22 2.98 3.1% 0.93 1.0% 79% False False 18,418
20 98.20 93.99 4.21 4.3% 1.07 1.1% 85% False False 16,301
40 98.20 90.53 7.67 7.9% 1.04 1.1% 92% False False 21,018
60 98.20 88.11 10.09 10.3% 1.15 1.2% 94% False False 20,530
80 98.20 87.65 10.55 10.8% 1.23 1.3% 94% False False 18,352
100 98.20 84.84 13.36 13.7% 1.26 1.3% 95% False False 16,655
120 98.20 84.84 13.36 13.7% 1.21 1.2% 95% False False 15,335
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 0.29
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 103.01
2.618 101.00
1.618 99.77
1.000 99.01
0.618 98.54
HIGH 97.78
0.618 97.31
0.500 97.17
0.382 97.02
LOW 96.55
0.618 95.79
1.000 95.32
1.618 94.56
2.618 93.33
4.250 91.32
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 97.44 97.42
PP 97.30 97.26
S1 97.17 97.10

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

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