NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 105.51 105.98 0.47 0.4% 103.81
High 106.35 106.88 0.53 0.5% 106.88
Low 105.19 105.60 0.41 0.4% 103.00
Close 106.09 106.49 0.40 0.4% 106.49
Range 1.16 1.28 0.12 10.3% 3.88
ATR 1.69 1.66 -0.03 -1.7% 0.00
Volume 67,009 49,754 -17,255 -25.8% 298,559
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 110.16 109.61 107.19
R3 108.88 108.33 106.84
R2 107.60 107.60 106.72
R1 107.05 107.05 106.61 107.33
PP 106.32 106.32 106.32 106.46
S1 105.77 105.77 106.37 106.05
S2 105.04 105.04 106.26
S3 103.76 104.49 106.14
S4 102.48 103.21 105.79
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 117.10 115.67 108.62
R3 113.22 111.79 107.56
R2 109.34 109.34 107.20
R1 107.91 107.91 106.85 108.63
PP 105.46 105.46 105.46 105.81
S1 104.03 104.03 106.13 104.75
S2 101.58 101.58 105.78
S3 97.70 100.15 105.42
S4 93.82 96.27 104.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.88 103.00 3.88 3.6% 1.32 1.2% 90% True False 59,711
10 106.88 100.80 6.08 5.7% 1.63 1.5% 94% True False 52,534
20 106.88 100.80 6.08 5.7% 1.70 1.6% 94% True False 47,178
40 106.88 91.95 14.93 14.0% 1.70 1.6% 97% True False 42,704
60 106.88 91.22 15.66 14.7% 1.69 1.6% 98% True False 34,618
80 106.88 89.26 17.62 16.5% 1.70 1.6% 98% True False 28,599
100 106.88 85.96 20.92 19.6% 1.68 1.6% 98% True False 24,346
120 106.88 85.96 20.92 19.6% 1.57 1.5% 98% True False 21,110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.32
2.618 110.23
1.618 108.95
1.000 108.16
0.618 107.67
HIGH 106.88
0.618 106.39
0.500 106.24
0.382 106.09
LOW 105.60
0.618 104.81
1.000 104.32
1.618 103.53
2.618 102.25
4.250 100.16
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 106.41 106.19
PP 106.32 105.90
S1 106.24 105.60

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

View Archives - Comment on this page... - Back to Index of Symbols