NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 107.18 107.78 0.60 0.6% 105.84
High 108.17 107.80 -0.37 -0.3% 108.17
Low 106.56 106.56 0.00 0.0% 105.03
Close 107.46 107.10 -0.36 -0.3% 107.46
Range 1.61 1.24 -0.37 -23.0% 3.14
ATR 1.98 1.93 -0.05 -2.7% 0.00
Volume 179,859 102,781 -77,078 -42.9% 1,236,560
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 110.87 110.23 107.78
R3 109.63 108.99 107.44
R2 108.39 108.39 107.33
R1 107.75 107.75 107.21 107.45
PP 107.15 107.15 107.15 107.01
S1 106.51 106.51 106.99 106.21
S2 105.91 105.91 106.87
S3 104.67 105.27 106.76
S4 103.43 104.03 106.42
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 116.31 115.02 109.19
R3 113.17 111.88 108.32
R2 110.03 110.03 108.04
R1 108.74 108.74 107.75 109.39
PP 106.89 106.89 106.89 107.21
S1 105.60 105.60 107.17 106.25
S2 103.75 103.75 106.88
S3 100.61 102.46 106.60
S4 97.47 99.32 105.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.17 105.56 2.61 2.4% 1.44 1.3% 59% False False 216,440
10 108.17 102.22 5.95 5.6% 1.81 1.7% 82% False False 253,044
20 108.82 102.22 6.60 6.2% 1.98 1.8% 74% False False 249,630
40 108.93 92.60 16.33 15.2% 2.04 1.9% 89% False False 200,185
60 108.93 91.68 17.25 16.1% 2.01 1.9% 89% False False 157,046
80 108.93 90.09 18.84 17.6% 1.99 1.9% 90% False False 127,440
100 108.93 86.26 22.67 21.2% 1.98 1.8% 92% False False 107,804
120 108.93 86.26 22.67 21.2% 1.86 1.7% 92% False False 92,599
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 113.07
2.618 111.05
1.618 109.81
1.000 109.04
0.618 108.57
HIGH 107.80
0.618 107.33
0.500 107.18
0.382 107.03
LOW 106.56
0.618 105.79
1.000 105.32
1.618 104.55
2.618 103.31
4.250 101.29
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 107.18 107.37
PP 107.15 107.28
S1 107.13 107.19

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

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