NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 21-Aug-2013

Day Change Summary
	Previous	Current
	20-Aug-2013	21-Aug-2013	Change	Change %	Previous Week
Open	106.72	105.18	-1.54	-1.4%	105.09
High	106.97	105.35	-1.62	-1.5%	107.95
Low	104.63	103.54	-1.09	-1.0%	104.28
Close	105.11	103.85	-1.26	-1.2%	107.29
Range	2.34	1.81	-0.53	-22.6%	3.67
ATR	1.84	1.83	0.00	-0.1%	0.00
Volume	361,065	259,243	-101,822	-28.2%	736,987

Daily Pivots for day following 21-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	109.68	108.57	104.85
R3	107.87	106.76	104.35
R2	106.06	106.06	104.18
R1	104.95	104.95	104.02	104.60
PP	104.25	104.25	104.25	104.07
S1	103.14	103.14	103.68	102.79
S2	102.44	102.44	103.52
S3	100.63	101.33	103.35
S4	98.82	99.52	102.85

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	103.54	4.41	4.2%	1.65	1.6%	7%	False	True	238,316
10	107.95	101.82	6.13	5.9%	1.75	1.7%	33%	False	False	184,945
20	107.95	101.82	6.13	5.9%	1.85	1.8%	33%	False	False	133,356
40	107.95	93.21	14.74	14.2%	1.86	1.8%	72%	False	False	100,780
60	107.95	91.54	16.41	15.8%	1.85	1.8%	75%	False	False	77,774
80	107.95	89.65	18.30	17.6%	1.84	1.8%	78%	False	False	62,931
100	107.95	86.47	21.48	20.7%	1.84	1.8%	81%	False	False	52,711
120	107.95	86.47	21.48	20.7%	1.72	1.7%	81%	False	False	45,126

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113.04
2.618	110.09
1.618	108.28
1.000	107.16
0.618	106.47
HIGH	105.35
0.618	104.66
0.500	104.45
0.382	104.23
LOW	103.54
0.618	102.42
1.000	101.73
1.618	100.61
2.618	98.80
4.250	95.85

Fisher Pivots for day following 21-Aug-2013
Pivot	1 day	3 day
R1	104.45	105.57
PP	104.25	105.00
S1	104.05	104.42

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