NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 97.11 95.86 -1.25 -1.3% 96.53
High 97.33 97.54 0.21 0.2% 99.49
Low 96.95 95.86 -1.09 -1.1% 96.49
Close 96.95 97.50 0.55 0.6% 96.95
Range 0.38 1.68 1.30 342.1% 3.00
ATR 0.81 0.87 0.06 7.7% 0.00
Volume 2,897 2,897 0 0.0% 12,088
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 102.01 101.43 98.42
R3 100.33 99.75 97.96
R2 98.65 98.65 97.81
R1 98.07 98.07 97.65 98.36
PP 96.97 96.97 96.97 97.11
S1 96.39 96.39 97.35 96.68
S2 95.29 95.29 97.19
S3 93.61 94.71 97.04
S4 91.93 93.03 96.58
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 95.86 3.63 3.7% 1.12 1.1% 45% False True 2,693
10 99.49 95.55 3.94 4.0% 0.84 0.9% 49% False False 2,116
20 99.49 93.93 5.56 5.7% 0.71 0.7% 64% False False 2,002
40 99.49 93.46 6.03 6.2% 0.63 0.6% 67% False False 2,434
60 99.49 88.01 11.48 11.8% 0.53 0.5% 83% False False 2,582
80 99.49 88.01 11.48 11.8% 0.53 0.5% 83% False False 2,522
100 99.49 84.98 14.51 14.9% 0.43 0.4% 86% False False 2,175
120 99.49 84.98 14.51 14.9% 0.36 0.4% 86% False False 1,879
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 0.11
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 104.68
2.618 101.94
1.618 100.26
1.000 99.22
0.618 98.58
HIGH 97.54
0.618 96.90
0.500 96.70
0.382 96.50
LOW 95.86
0.618 94.82
1.000 94.18
1.618 93.14
2.618 91.46
4.250 88.72
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 97.23 97.31
PP 96.97 97.12
S1 96.70 96.94

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

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