NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 29-Aug-2013
Day Change Summary
Previous Current
28-Aug-2013 29-Aug-2013 Change Change % Previous Week
Open 108.50 108.92 0.42 0.4% 106.78
High 111.34 109.33 -2.01 -1.8% 106.78
Low 108.45 107.10 -1.35 -1.2% 103.07
Close 109.37 108.15 -1.22 -1.1% 105.72
Range 2.89 2.23 -0.66 -22.8% 3.71
ATR 1.89 1.92 0.03 1.4% 0.00
Volume 89,655 81,250 -8,405 -9.4% 358,103
Daily Pivots for day following 29-Aug-2013
Classic Woodie Camarilla DeMark
R4 114.88 113.75 109.38
R3 112.65 111.52 108.76
R2 110.42 110.42 108.56
R1 109.29 109.29 108.35 108.74
PP 108.19 108.19 108.19 107.92
S1 107.06 107.06 107.95 106.51
S2 105.96 105.96 107.74
S3 103.73 104.83 107.54
S4 101.50 102.60 106.92
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
5 111.34 103.68 7.66 7.1% 2.49 2.3% 58% False False 70,458
10 111.34 103.07 8.27 7.6% 2.00 1.8% 61% False False 69,677
20 111.34 100.80 10.54 9.7% 1.85 1.7% 70% False False 61,787
40 111.34 98.36 12.98 12.0% 1.76 1.6% 75% False False 50,891
60 111.34 91.95 19.39 17.9% 1.73 1.6% 84% False False 43,052
80 111.34 91.22 20.12 18.6% 1.72 1.6% 84% False False 35,523
100 111.34 85.96 25.38 23.5% 1.75 1.6% 87% False False 30,260
120 111.34 85.96 25.38 23.5% 1.66 1.5% 87% False False 26,134
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 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118.81
2.618 115.17
1.618 112.94
1.000 111.56
0.618 110.71
HIGH 109.33
0.618 108.48
0.500 108.22
0.382 107.95
LOW 107.10
0.618 105.72
1.000 104.87
1.618 103.49
2.618 101.26
4.250 97.62
Fisher Pivots for day following 29-Aug-2013
Pivot 1 day 3 day
R1 108.22 108.33
PP 108.19 108.27
S1 108.17 108.21

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

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