NYMEX Light Sweet Crude Oil Future July 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 95.55 96.12 0.57 0.6% 97.10
High 96.20 96.74 0.54 0.6% 97.12
Low 95.55 95.82 0.27 0.3% 95.55
Close 96.20 96.71 0.51 0.5% 96.71
Range 0.65 0.92 0.27 41.5% 1.57
ATR 0.71 0.72 0.02 2.1% 0.00
Volume 1,964 1,312 -652 -33.2% 8,169
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 99.18 98.87 97.22
R3 98.26 97.95 96.96
R2 97.34 97.34 96.88
R1 97.03 97.03 96.79 97.19
PP 96.42 96.42 96.42 96.50
S1 96.11 96.11 96.63 96.27
S2 95.50 95.50 96.54
S3 94.58 95.19 96.46
S4 93.66 94.27 96.20
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 101.17 100.51 97.57
R3 99.60 98.94 97.14
R2 98.03 98.03 97.00
R1 97.37 97.37 96.85 96.92
PP 96.46 96.46 96.46 96.23
S1 95.80 95.80 96.57 95.35
S2 94.89 94.89 96.42
S3 93.32 94.23 96.28
S4 91.75 92.66 95.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.12 95.55 1.57 1.6% 0.61 0.6% 74% False False 1,633
10 97.12 94.77 2.35 2.4% 0.61 0.6% 83% False False 1,841
20 97.12 93.82 3.30 3.4% 0.63 0.7% 88% False False 1,773
40 97.12 90.26 6.86 7.1% 0.56 0.6% 94% False False 2,463
60 97.12 88.01 9.11 9.4% 0.49 0.5% 95% False False 2,912
80 97.12 88.01 9.11 9.4% 0.46 0.5% 95% False False 2,411
100 97.12 84.98 12.14 12.6% 0.37 0.4% 97% False False 2,050
120 97.12 84.98 12.14 12.6% 0.32 0.3% 97% False False 1,786
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 100.65
2.618 99.15
1.618 98.23
1.000 97.66
0.618 97.31
HIGH 96.74
0.618 96.39
0.500 96.28
0.382 96.17
LOW 95.82
0.618 95.25
1.000 94.90
1.618 94.33
2.618 93.41
4.250 91.91
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 96.57 96.52
PP 96.42 96.33
S1 96.28 96.15

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

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