NYMEX Light Sweet Crude Oil Future October 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 105.67 106.14 0.47 0.4% 106.12
High 106.59 106.76 0.17 0.2% 106.93
Low 105.16 105.34 0.18 0.2% 101.82
Close 106.40 106.56 0.16 0.2% 105.16
Range 1.43 1.42 -0.01 -0.7% 5.11
ATR 1.94 1.90 -0.04 -1.9% 0.00
Volume 136,212 149,167 12,955 9.5% 510,199
Daily Pivots for day following 14-Aug-2013
Classic Woodie Camarilla DeMark
R4 110.48 109.94 107.34
R3 109.06 108.52 106.95
R2 107.64 107.64 106.82
R1 107.10 107.10 106.69 107.37
PP 106.22 106.22 106.22 106.36
S1 105.68 105.68 106.43 105.95
S2 104.80 104.80 106.30
S3 103.38 104.26 106.17
S4 101.96 102.84 105.78
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 119.97 117.67 107.97
R3 114.86 112.56 106.57
R2 109.75 109.75 106.10
R1 107.45 107.45 105.63 106.05
PP 104.64 104.64 104.64 103.93
S1 102.34 102.34 104.69 100.94
S2 99.53 99.53 104.22
S3 94.42 97.23 103.75
S4 89.31 92.12 102.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.76 101.82 4.94 4.6% 1.85 1.7% 96% True False 131,574
10 107.85 101.82 6.03 5.7% 2.00 1.9% 79% False False 109,565
20 107.85 101.82 6.03 5.7% 1.93 1.8% 79% False False 89,050
40 107.85 92.24 15.61 14.6% 1.94 1.8% 92% False False 76,374
60 107.85 91.54 16.31 15.3% 1.86 1.7% 92% False False 59,312
80 107.85 88.13 19.72 18.5% 1.85 1.7% 93% False False 48,866
100 107.85 86.47 21.38 20.1% 1.82 1.7% 94% False False 41,273
120 107.85 86.47 21.38 20.1% 1.69 1.6% 94% False False 35,405
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 0.56
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 112.80
2.618 110.48
1.618 109.06
1.000 108.18
0.618 107.64
HIGH 106.76
0.618 106.22
0.500 106.05
0.382 105.88
LOW 105.34
0.618 104.46
1.000 103.92
1.618 103.04
2.618 101.62
4.250 99.31
Fisher Pivots for day following 14-Aug-2013
Pivot 1 day 3 day
R1 106.39 106.21
PP 106.22 105.87
S1 106.05 105.52

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

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