NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 14-Aug-2013
Day Change Summary
Previous Current
13-Aug-2013 14-Aug-2013 Change Change % Previous Week
Open 106.15 106.54 0.39 0.4% 106.84
High 107.20 107.06 -0.14 -0.1% 107.69
Low 105.56 105.60 0.04 0.0% 102.22
Close 106.83 106.85 0.02 0.0% 105.97
Range 1.64 1.46 -0.18 -11.0% 5.47
ATR 2.12 2.07 -0.05 -2.2% 0.00
Volume 276,773 270,921 -5,852 -2.1% 1,395,964
Daily Pivots for day following 14-Aug-2013
Classic Woodie Camarilla DeMark
R4 110.88 110.33 107.65
R3 109.42 108.87 107.25
R2 107.96 107.96 107.12
R1 107.41 107.41 106.98 107.69
PP 106.50 106.50 106.50 106.64
S1 105.95 105.95 106.72 106.23
S2 105.04 105.04 106.58
S3 103.58 104.49 106.45
S4 102.12 103.03 106.05
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 121.70 119.31 108.98
R3 116.23 113.84 107.47
R2 110.76 110.76 106.97
R1 108.37 108.37 106.47 106.83
PP 105.29 105.29 105.29 104.53
S1 102.90 102.90 105.47 101.36
S2 99.82 99.82 104.97
S3 94.35 97.43 104.47
S4 88.88 91.96 102.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.20 102.22 4.98 4.7% 1.98 1.9% 93% False False 285,739
10 108.82 102.22 6.60 6.2% 2.13 2.0% 70% False False 271,770
20 108.93 102.22 6.71 6.3% 2.10 2.0% 69% False False 263,263
40 108.93 92.60 16.33 15.3% 2.13 2.0% 87% False False 193,698
60 108.93 91.68 17.25 16.1% 2.03 1.9% 88% False False 150,028
80 108.93 88.28 20.65 19.3% 2.02 1.9% 90% False False 121,995
100 108.93 86.26 22.67 21.2% 1.98 1.9% 91% False False 103,087
120 108.93 86.26 22.67 21.2% 1.86 1.7% 91% False False 88,412
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.27
2.618 110.88
1.618 109.42
1.000 108.52
0.618 107.96
HIGH 107.06
0.618 106.50
0.500 106.33
0.382 106.16
LOW 105.60
0.618 104.70
1.000 104.14
1.618 103.24
2.618 101.78
4.250 99.40
Fisher Pivots for day following 14-Aug-2013
Pivot 1 day 3 day
R1 106.68 106.61
PP 106.50 106.36
S1 106.33 106.12

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

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