NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 06-Aug-2013
Day Change Summary
Previous Current
05-Aug-2013 06-Aug-2013 Change Change % Previous Week
Open 106.84 106.48 -0.36 -0.3% 104.61
High 107.69 107.27 -0.42 -0.4% 108.82
Low 105.70 104.86 -0.84 -0.8% 102.67
Close 106.56 105.30 -1.26 -1.2% 106.94
Range 1.99 2.41 0.42 21.1% 6.15
ATR 2.13 2.15 0.02 0.9% 0.00
Volume 204,860 272,996 68,136 33.3% 1,257,966
Daily Pivots for day following 06-Aug-2013
Classic Woodie Camarilla DeMark
R4 113.04 111.58 106.63
R3 110.63 109.17 105.96
R2 108.22 108.22 105.74
R1 106.76 106.76 105.52 106.29
PP 105.81 105.81 105.81 105.57
S1 104.35 104.35 105.08 103.88
S2 103.40 103.40 104.86
S3 100.99 101.94 104.64
S4 98.58 99.53 103.97
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 124.59 121.92 110.32
R3 118.44 115.77 108.63
R2 112.29 112.29 108.07
R1 109.62 109.62 107.50 110.96
PP 106.14 106.14 106.14 106.81
S1 103.47 103.47 106.38 104.81
S2 99.99 99.99 105.81
S3 93.84 97.32 105.25
S4 87.69 91.17 103.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.82 102.93 5.89 5.6% 2.45 2.3% 40% False False 258,778
10 108.82 102.67 6.15 5.8% 2.19 2.1% 43% False False 249,351
20 108.93 102.67 6.26 5.9% 2.11 2.0% 42% False False 218,859
40 108.93 92.60 16.33 15.5% 2.09 2.0% 78% False False 160,812
60 108.93 91.68 17.25 16.4% 2.02 1.9% 79% False False 124,971
80 108.93 86.26 22.67 21.5% 2.05 2.0% 84% False False 103,122
100 108.93 86.26 22.67 21.5% 1.94 1.8% 84% False False 86,758
120 108.93 86.26 22.67 21.5% 1.84 1.7% 84% False False 74,766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117.51
2.618 113.58
1.618 111.17
1.000 109.68
0.618 108.76
HIGH 107.27
0.618 106.35
0.500 106.07
0.382 105.78
LOW 104.86
0.618 103.37
1.000 102.45
1.618 100.96
2.618 98.55
4.250 94.62
Fisher Pivots for day following 06-Aug-2013
Pivot 1 day 3 day
R1 106.07 106.84
PP 105.81 106.33
S1 105.56 105.81

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

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