NYMEX Light Sweet Crude Oil Future October 2013

Trading Metrics calculated at close of trading on 22-Aug-2013

Day Change Summary
	Previous	Current
	21-Aug-2013	22-Aug-2013	Change	Change %	Previous Week
Open	105.18	103.86	-1.32	-1.3%	105.09
High	105.35	105.25	-0.10	-0.1%	107.95
Low	103.54	103.53	-0.01	0.0%	104.28
Close	103.85	105.03	1.18	1.1%	107.29
Range	1.81	1.72	-0.09	-5.0%	3.67
ATR	1.83	1.83	-0.01	-0.4%	0.00
Volume	259,243	204,692	-54,551	-21.0%	736,987

Daily Pivots for day following 22-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	109.76	109.12	105.98
R3	108.04	107.40	105.50
R2	106.32	106.32	105.35
R1	105.68	105.68	105.19	106.00
PP	104.60	104.60	104.60	104.77
S1	103.96	103.96	104.87	104.28
S2	102.88	102.88	104.71
S3	101.16	102.24	104.56
S4	99.44	100.52	104.08

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	103.53	4.42	4.2%	1.75	1.7%	34%	False	True	246,263
10	107.95	103.04	4.91	4.7%	1.66	1.6%	41%	False	False	192,829
20	107.95	101.82	6.13	5.8%	1.85	1.8%	52%	False	False	139,903
40	107.95	94.85	13.10	12.5%	1.85	1.8%	78%	False	False	103,761
60	107.95	91.54	16.41	15.6%	1.84	1.7%	82%	False	False	80,927
80	107.95	89.65	18.30	17.4%	1.85	1.8%	84%	False	False	65,325
100	107.95	86.47	21.48	20.5%	1.85	1.8%	86%	False	False	54,659
120	107.95	86.47	21.48	20.5%	1.72	1.6%	86%	False	False	46,781

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	0.37
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112.56
2.618	109.75
1.618	108.03
1.000	106.97
0.618	106.31
HIGH	105.25
0.618	104.59
0.500	104.39
0.382	104.19
LOW	103.53
0.618	102.47
1.000	101.81
1.618	100.75
2.618	99.03
4.250	96.22

Fisher Pivots for day following 22-Aug-2013
Pivot	1 day	3 day
R1	104.82	105.25
PP	104.60	105.18
S1	104.39	105.10

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