NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 13-Aug-2013
Day Change Summary
Previous Current
12-Aug-2013 13-Aug-2013 Change Change % Previous Week
Open 103.81 104.55 0.74 0.7% 104.61
High 104.52 105.35 0.83 0.8% 105.38
Low 103.00 104.03 1.03 1.0% 100.80
Close 104.34 105.21 0.87 0.8% 103.82
Range 1.52 1.32 -0.20 -13.2% 4.58
ATR 1.79 1.76 -0.03 -1.9% 0.00
Volume 70,173 51,997 -18,176 -25.9% 226,783
Daily Pivots for day following 13-Aug-2013
Classic Woodie Camarilla DeMark
R4 108.82 108.34 105.94
R3 107.50 107.02 105.57
R2 106.18 106.18 105.45
R1 105.70 105.70 105.33 105.94
PP 104.86 104.86 104.86 104.99
S1 104.38 104.38 105.09 104.62
S2 103.54 103.54 104.97
S3 102.22 103.06 104.85
S4 100.90 101.74 104.48
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 117.07 115.03 106.34
R3 112.49 110.45 105.08
R2 107.91 107.91 104.66
R1 105.87 105.87 104.24 104.60
PP 103.33 103.33 103.33 102.70
S1 101.29 101.29 103.40 100.02
S2 98.75 98.75 102.98
S3 94.17 96.71 102.56
S4 89.59 92.13 101.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.35 100.80 4.55 4.3% 1.75 1.7% 97% True False 55,350
10 106.18 100.80 5.38 5.1% 1.91 1.8% 82% False False 50,441
20 106.18 100.80 5.38 5.1% 1.75 1.7% 82% False False 42,778
40 106.18 91.95 14.23 13.5% 1.74 1.7% 93% False False 39,894
60 106.18 91.22 14.96 14.2% 1.71 1.6% 94% False False 32,251
80 106.18 87.54 18.64 17.7% 1.72 1.6% 95% False False 26,637
100 106.18 85.96 20.22 19.2% 1.68 1.6% 95% False False 22,727
120 106.18 85.96 20.22 19.2% 1.56 1.5% 95% False False 19,731
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 0.47
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 110.96
2.618 108.81
1.618 107.49
1.000 106.67
0.618 106.17
HIGH 105.35
0.618 104.85
0.500 104.69
0.382 104.53
LOW 104.03
0.618 103.21
1.000 102.71
1.618 101.89
2.618 100.57
4.250 98.42
Fisher Pivots for day following 13-Aug-2013
Pivot 1 day 3 day
R1 105.04 104.67
PP 104.86 104.13
S1 104.69 103.59

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

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