NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 103.86 105.22 1.36 1.3% 107.57
High 105.25 106.94 1.69 1.6% 107.60
Low 103.53 104.30 0.77 0.7% 103.53
Close 105.03 106.42 1.39 1.3% 106.42
Range 1.72 2.64 0.92 53.5% 4.07
ATR 1.83 1.88 0.06 3.2% 0.00
Volume 204,692 259,545 54,853 26.8% 1,305,749
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 113.81 112.75 107.87
R3 111.17 110.11 107.15
R2 108.53 108.53 106.90
R1 107.47 107.47 106.66 108.00
PP 105.89 105.89 105.89 106.15
S1 104.83 104.83 106.18 105.36
S2 103.25 103.25 105.94
S3 100.61 102.19 105.69
S4 97.97 99.55 104.97
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 118.06 116.31 108.66
R3 113.99 112.24 107.54
R2 109.92 109.92 107.17
R1 108.17 108.17 106.79 107.01
PP 105.85 105.85 105.85 105.27
S1 104.10 104.10 106.05 102.94
S2 101.78 101.78 105.67
S3 97.71 100.03 105.30
S4 93.64 95.96 104.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.60 103.53 4.07 3.8% 1.96 1.8% 71% False False 261,149
10 107.95 103.53 4.42 4.2% 1.69 1.6% 65% False False 204,273
20 107.95 101.82 6.13 5.8% 1.90 1.8% 75% False False 148,668
40 107.95 95.36 12.59 11.8% 1.87 1.8% 88% False False 108,986
60 107.95 91.54 16.41 15.4% 1.85 1.7% 91% False False 84,845
80 107.95 90.50 17.45 16.4% 1.84 1.7% 91% False False 68,387
100 107.95 86.47 21.48 20.2% 1.85 1.7% 93% False False 57,170
120 107.95 86.47 21.48 20.2% 1.74 1.6% 93% False False 48,924
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 118.16
2.618 113.85
1.618 111.21
1.000 109.58
0.618 108.57
HIGH 106.94
0.618 105.93
0.500 105.62
0.382 105.31
LOW 104.30
0.618 102.67
1.000 101.66
1.618 100.03
2.618 97.39
4.250 93.08
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 106.15 106.03
PP 105.89 105.63
S1 105.62 105.24

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

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