NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 26-Aug-2013

Day Change Summary
	Previous	Current
	23-Aug-2013	26-Aug-2013	Change	Change %	Previous Week
Open	104.45	106.12	1.67	1.6%	106.78
High	106.08	106.58	0.50	0.5%	106.78
Low	103.68	105.01	1.33	1.3%	103.07
Close	105.72	105.35	-0.37	-0.3%	105.72
Range	2.40	1.57	-0.83	-34.6%	3.71
ATR	1.69	1.68	-0.01	-0.5%	0.00
Volume	63,371	78,514	15,143	23.9%	358,103

Daily Pivots for day following 26-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	110.36	109.42	106.21
R3	108.79	107.85	105.78
R2	107.22	107.22	105.64
R1	106.28	106.28	105.49	105.97
PP	105.65	105.65	105.65	105.49
S1	104.71	104.71	105.21	104.40
S2	104.08	104.08	105.06
S3	102.51	103.14	104.92
S4	100.94	101.57	104.49

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	106.58	103.07	3.51	3.3%	1.81	1.7%	65%	True	False	74,472
10	106.88	103.07	3.81	3.6%	1.53	1.5%	60%	False	False	66,500
20	106.88	100.80	6.08	5.8%	1.73	1.6%	75%	False	False	57,642
40	106.88	94.67	12.21	11.6%	1.68	1.6%	87%	False	False	49,054
60	106.88	91.22	15.66	14.9%	1.67	1.6%	90%	False	False	40,561
80	106.88	91.22	15.66	14.9%	1.67	1.6%	90%	False	False	33,320
100	106.88	85.96	20.92	19.9%	1.70	1.6%	93%	False	False	28,381
120	106.88	85.96	20.92	19.9%	1.61	1.5%	93%	False	False	24,505

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	True
Stretch	0.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113.25
2.618	110.69
1.618	109.12
1.000	108.15
0.618	107.55
HIGH	106.58
0.618	105.98
0.500	105.80
0.382	105.61
LOW	105.01
0.618	104.04
1.000	103.44
1.618	102.47
2.618	100.90
4.250	98.34

Fisher Pivots for day following 26-Aug-2013
Pivot	1 day	3 day
R1	105.80	105.18
PP	105.65	105.00
S1	105.50	104.83

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