NYMEX Light Sweet Crude Oil Future November 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	103.37	104.45	1.08	1.0%	106.78
High	104.51	106.08	1.57	1.5%	106.78
Low	103.07	103.68	0.61	0.6%	103.07
Close	104.33	105.72	1.39	1.3%	105.72
Range	1.44	2.40	0.96	66.7%	3.71
ATR	1.63	1.69	0.05	3.3%	0.00
Volume	75,549	63,371	-12,178	-16.1%	358,103

Daily Pivots for day following 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	112.36	111.44	107.04
R3	109.96	109.04	106.38
R2	107.56	107.56	106.16
R1	106.64	106.64	105.94	107.10
PP	105.16	105.16	105.16	105.39
S1	104.24	104.24	105.50	104.70
S2	102.76	102.76	105.28
S3	100.36	101.84	105.06
S4	97.96	99.44	104.40

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	116.32	114.73	107.76
R3	112.61	111.02	106.74
R2	108.90	108.90	106.40
R1	107.31	107.31	106.06	106.25
PP	105.19	105.19	105.19	104.66
S1	103.60	103.60	105.38	102.54
S2	101.48	101.48	105.04
S3	97.77	99.89	104.70
S4	94.06	96.18	103.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.78	103.07	3.71	3.5%	1.73	1.6%	71%	False	False	71,620
10	106.88	103.00	3.88	3.7%	1.53	1.4%	70%	False	False	65,666
20	106.88	100.80	6.08	5.8%	1.71	1.6%	81%	False	False	55,282
40	106.88	94.67	12.21	11.5%	1.67	1.6%	90%	False	False	47,559
60	106.88	91.22	15.66	14.8%	1.68	1.6%	93%	False	False	39,511
80	106.88	90.19	16.69	15.8%	1.69	1.6%	93%	False	False	32,521
100	106.88	85.96	20.92	19.8%	1.70	1.6%	94%	False	False	27,652
120	106.88	85.96	20.92	19.8%	1.60	1.5%	94%	False	False	23,901

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	0.41
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	116.28
2.618	112.36
1.618	109.96
1.000	108.48
0.618	107.56
HIGH	106.08
0.618	105.16
0.500	104.88
0.382	104.60
LOW	103.68
0.618	102.20
1.000	101.28
1.618	99.80
2.618	97.40
4.250	93.48

Fisher Pivots for day following 23-Aug-2013
Pivot	1 day	3 day
R1	105.44	105.34
PP	105.16	104.96
S1	104.88	104.58

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