NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 105.61 108.50 2.89 2.7% 106.78
High 108.65 111.34 2.69 2.5% 106.78
Low 105.31 108.45 3.14 3.0% 103.07
Close 108.30 109.37 1.07 1.0% 105.72
Range 3.34 2.89 -0.45 -13.5% 3.71
ATR 1.80 1.89 0.09 4.9% 0.00
Volume 39,503 89,655 50,152 127.0% 358,103
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 118.39 116.77 110.96
R3 115.50 113.88 110.16
R2 112.61 112.61 109.90
R1 110.99 110.99 109.63 111.80
PP 109.72 109.72 109.72 110.13
S1 108.10 108.10 109.11 108.91
S2 106.83 106.83 108.84
S3 103.94 105.21 108.58
S4 101.05 102.32 107.78
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
5 111.34 103.07 8.27 7.6% 2.33 2.1% 76% True False 69,318
10 111.34 103.07 8.27 7.6% 1.89 1.7% 76% True False 68,253
20 111.34 100.80 10.54 9.6% 1.86 1.7% 81% True False 59,767
40 111.34 97.44 13.90 12.7% 1.75 1.6% 86% True False 50,690
60 111.34 91.95 19.39 17.7% 1.71 1.6% 90% True False 42,043
80 111.34 91.22 20.12 18.4% 1.70 1.6% 90% True False 34,654
100 111.34 85.96 25.38 23.2% 1.74 1.6% 92% True False 29,498
120 111.34 85.96 25.38 23.2% 1.65 1.5% 92% True False 25,492
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 False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123.62
2.618 118.91
1.618 116.02
1.000 114.23
0.618 113.13
HIGH 111.34
0.618 110.24
0.500 109.90
0.382 109.55
LOW 108.45
0.618 106.66
1.000 105.56
1.618 103.77
2.618 100.88
4.250 96.17
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 109.90 108.97
PP 109.72 108.57
S1 109.55 108.18

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

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