NYMEX Light Sweet Crude Oil Future July 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 96.12 96.53 0.41 0.4% 97.10
High 96.74 96.59 -0.15 -0.2% 97.12
Low 95.82 96.49 0.67 0.7% 95.55
Close 96.71 96.49 -0.22 -0.2% 96.71
Range 0.92 0.10 -0.82 -89.1% 1.57
ATR 0.72 0.69 -0.04 -5.0% 0.00
Volume 1,312 1,518 206 15.7% 8,169
Daily Pivots for day following 26-Aug-2013
Classic Woodie Camarilla DeMark
R4 96.82 96.76 96.55
R3 96.72 96.66 96.52
R2 96.62 96.62 96.51
R1 96.56 96.56 96.50 96.54
PP 96.52 96.52 96.52 96.52
S1 96.46 96.46 96.48 96.44
S2 96.42 96.42 96.47
S3 96.32 96.36 96.46
S4 96.22 96.26 96.44
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% 0.56 0.6% 60% False False 1,539
10 97.12 95.55 1.57 1.6% 0.53 0.6% 60% False False 1,767
20 97.12 93.82 3.30 3.4% 0.60 0.6% 81% False False 1,795
40 97.12 90.41 6.71 7.0% 0.54 0.6% 91% False False 2,432
60 97.12 88.01 9.11 9.4% 0.46 0.5% 93% False False 2,915
80 97.12 88.01 9.11 9.4% 0.46 0.5% 93% False False 2,414
100 97.12 84.98 12.14 12.6% 0.37 0.4% 95% False False 2,062
120 97.12 84.98 12.14 12.6% 0.32 0.3% 95% False False 1,795
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 0.11
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 97.02
2.618 96.85
1.618 96.75
1.000 96.69
0.618 96.65
HIGH 96.59
0.618 96.55
0.500 96.54
0.382 96.53
LOW 96.49
0.618 96.43
1.000 96.39
1.618 96.33
2.618 96.23
4.250 96.07
Fisher Pivots for day following 26-Aug-2013
Pivot 1 day 3 day
R1 96.54 96.38
PP 96.52 96.26
S1 96.51 96.15

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

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