NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 26-Aug-2013
Day Change Summary
Previous Current
23-Aug-2013 26-Aug-2013 Change Change % Previous Week
Open 96.91 97.89 0.98 1.0% 97.86
High 97.78 97.93 0.15 0.2% 98.20
Low 96.55 97.17 0.62 0.6% 96.41
Close 97.58 97.36 -0.22 -0.2% 97.58
Range 1.23 0.76 -0.47 -38.2% 1.79
ATR 1.07 1.05 -0.02 -2.1% 0.00
Volume 16,406 21,601 5,195 31.7% 101,592
Daily Pivots for day following 26-Aug-2013
Classic Woodie Camarilla DeMark
R4 99.77 99.32 97.78
R3 99.01 98.56 97.57
R2 98.25 98.25 97.50
R1 97.80 97.80 97.43 97.65
PP 97.49 97.49 97.49 97.41
S1 97.04 97.04 97.29 96.89
S2 96.73 96.73 97.22
S3 95.97 96.28 97.15
S4 95.21 95.52 96.94
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 98.02 96.41 1.61 1.7% 0.96 1.0% 59% False False 21,097
10 98.20 96.32 1.88 1.9% 0.87 0.9% 55% False False 18,966
20 98.20 93.99 4.21 4.3% 1.06 1.1% 80% False False 16,875
40 98.20 90.96 7.24 7.4% 1.03 1.1% 88% False False 21,074
60 98.20 88.11 10.09 10.4% 1.14 1.2% 92% False False 20,707
80 98.20 88.11 10.09 10.4% 1.21 1.2% 92% False False 18,453
100 98.20 84.84 13.36 13.7% 1.25 1.3% 94% False False 16,798
120 98.20 84.84 13.36 13.7% 1.21 1.2% 94% False False 15,463
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.16
2.618 99.92
1.618 99.16
1.000 98.69
0.618 98.40
HIGH 97.93
0.618 97.64
0.500 97.55
0.382 97.46
LOW 97.17
0.618 96.70
1.000 96.41
1.618 95.94
2.618 95.18
4.250 93.94
Fisher Pivots for day following 26-Aug-2013
Pivot 1 day 3 day
R1 97.55 97.32
PP 97.49 97.28
S1 97.42 97.24

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

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