NYMEX Light Sweet Crude Oil Future October 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 107.01 107.57 0.56 0.5% 105.09
High 107.95 107.60 -0.35 -0.3% 107.95
Low 106.40 106.29 -0.11 -0.1% 104.28
Close 107.29 106.86 -0.43 -0.4% 107.29
Range 1.55 1.31 -0.24 -15.5% 3.67
ATR 1.83 1.80 -0.04 -2.0% 0.00
Volume 185,111 221,204 36,093 19.5% 736,987
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 110.85 110.16 107.58
R3 109.54 108.85 107.22
R2 108.23 108.23 107.10
R1 107.54 107.54 106.98 107.23
PP 106.92 106.92 106.92 106.76
S1 106.23 106.23 106.74 105.92
S2 105.61 105.61 106.62
S3 104.30 104.92 106.50
S4 102.99 103.61 106.14
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 117.52 116.07 109.31
R3 113.85 112.40 108.30
R2 110.18 110.18 107.96
R1 108.73 108.73 107.63 109.46
PP 106.51 106.51 106.51 106.87
S1 105.06 105.06 106.95 105.79
S2 102.84 102.84 106.62
S3 99.17 101.39 106.28
S4 95.50 97.72 105.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.95 105.16 2.79 2.6% 1.39 1.3% 61% False False 171,330
10 107.95 101.82 6.13 5.7% 1.72 1.6% 82% False False 138,856
20 107.95 101.82 6.13 5.7% 1.85 1.7% 82% False False 108,661
40 107.95 92.24 15.71 14.7% 1.86 1.7% 93% False False 87,500
60 107.95 91.54 16.41 15.4% 1.84 1.7% 93% False False 68,004
80 107.95 89.65 18.30 17.1% 1.83 1.7% 94% False False 55,566
100 107.95 86.47 21.48 20.1% 1.82 1.7% 95% False False 46,667
120 107.95 86.47 21.48 20.1% 1.70 1.6% 95% False False 40,050
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.17
2.618 111.03
1.618 109.72
1.000 108.91
0.618 108.41
HIGH 107.60
0.618 107.10
0.500 106.95
0.382 106.79
LOW 106.29
0.618 105.48
1.000 104.98
1.618 104.17
2.618 102.86
4.250 100.72
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 106.95 107.11
PP 106.92 107.02
S1 106.89 106.94

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

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