NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 07-Aug-2013

Day Change Summary
	Previous	Current
	06-Aug-2013	07-Aug-2013	Change	Change %	Previous Week
Open	105.83	105.10	-0.73	-0.7%	103.99
High	106.55	105.16	-1.39	-1.3%	107.85
Low	104.31	103.62	-0.69	-0.7%	102.10
Close	104.76	103.91	-0.85	-0.8%	106.24
Range	2.24	1.54	-0.70	-31.3%	5.75
ATR	1.96	1.93	-0.03	-1.5%	0.00
Volume	61,963	97,453	35,490	57.3%	420,430

Daily Pivots for day following 07-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	108.85	107.92	104.76
R3	107.31	106.38	104.33
R2	105.77	105.77	104.19
R1	104.84	104.84	104.05	104.54
PP	104.23	104.23	104.23	104.08
S1	103.30	103.30	103.77	103.00
S2	102.69	102.69	103.63
S3	101.15	101.76	103.49
S4	99.61	100.22	103.06

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	122.65	120.19	109.40
R3	116.90	114.44	107.82
R2	111.15	111.15	107.29
R1	108.69	108.69	106.77	109.92
PP	105.40	105.40	105.40	106.01
S1	102.94	102.94	105.71	104.17
S2	99.65	99.65	105.19
S3	93.90	97.19	104.66
S4	88.15	91.44	103.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107.85	103.62	4.23	4.1%	2.14	2.1%	7%	False	True	87,557
10	107.85	102.10	5.75	5.5%	1.94	1.9%	31%	False	False	81,767
20	107.85	102.10	5.75	5.5%	1.90	1.8%	31%	False	False	70,915
40	107.85	92.24	15.61	15.0%	1.90	1.8%	75%	False	False	63,381
60	107.85	91.54	16.31	15.7%	1.85	1.8%	76%	False	False	49,805
80	107.85	86.47	21.38	20.6%	1.85	1.8%	82%	False	False	41,447
100	107.85	86.47	21.38	20.6%	1.79	1.7%	82%	False	False	35,004
120	107.85	86.47	21.38	20.6%	1.68	1.6%	82%	False	False	30,173

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	111.71
2.618	109.19
1.618	107.65
1.000	106.70
0.618	106.11
HIGH	105.16
0.618	104.57
0.500	104.39
0.382	104.21
LOW	103.62
0.618	102.67
1.000	102.08
1.618	101.13
2.618	99.59
4.250	97.08

Fisher Pivots for day following 07-Aug-2013
Pivot	1 day	3 day
R1	104.39	105.28
PP	104.23	104.82
S1	104.07	104.37

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols