NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 30-Aug-2013
Day Change Summary
Previous Current
29-Aug-2013 30-Aug-2013 Change Change % Previous Week
Open 97.93 97.11 -0.82 -0.8% 96.53
High 98.01 97.33 -0.68 -0.7% 99.49
Low 97.16 96.95 -0.21 -0.2% 96.49
Close 97.16 96.95 -0.21 -0.2% 96.95
Range 0.85 0.38 -0.47 -55.3% 3.00
ATR 0.84 0.81 -0.03 -3.9% 0.00
Volume 2,826 2,897 71 2.5% 12,088
Daily Pivots for day following 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 98.22 97.96 97.16
R3 97.84 97.58 97.05
R2 97.46 97.46 97.02
R1 97.20 97.20 96.98 97.14
PP 97.08 97.08 97.08 97.05
S1 96.82 96.82 96.92 96.76
S2 96.70 96.70 96.88
S3 96.32 96.44 96.85
S4 95.94 96.06 96.74
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 106.64 104.80 98.60
R3 103.64 101.80 97.78
R2 100.64 100.64 97.50
R1 98.80 98.80 97.23 99.72
PP 97.64 97.64 97.64 98.11
S1 95.80 95.80 96.68 96.72
S2 94.64 94.64 96.40
S3 91.64 92.80 96.13
S4 88.64 89.80 95.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.49 96.49 3.00 3.1% 0.80 0.8% 15% False False 2,417
10 99.49 95.55 3.94 4.1% 0.71 0.7% 36% False False 2,025
20 99.49 93.93 5.56 5.7% 0.67 0.7% 54% False False 1,964
40 99.49 92.95 6.54 6.7% 0.61 0.6% 61% False False 2,410
60 99.49 88.01 11.48 11.8% 0.50 0.5% 78% False False 2,674
80 99.49 88.01 11.48 11.8% 0.51 0.5% 78% False False 2,509
100 99.49 84.98 14.51 15.0% 0.41 0.4% 82% False False 2,148
120 99.49 84.98 14.51 15.0% 0.35 0.4% 82% False False 1,859
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0.11
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.95
2.618 98.32
1.618 97.94
1.000 97.71
0.618 97.56
HIGH 97.33
0.618 97.18
0.500 97.14
0.382 97.10
LOW 96.95
0.618 96.72
1.000 96.57
1.618 96.34
2.618 95.96
4.250 95.34
Fisher Pivots for day following 30-Aug-2013
Pivot 1 day 3 day
R1 97.14 98.22
PP 97.08 97.80
S1 97.01 97.37

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

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