NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 101.67 103.75 2.08 2.0% 101.45
High 103.73 104.54 0.81 0.8% 104.54
Low 101.53 102.72 1.19 1.2% 99.92
Close 103.71 103.23 -0.48 -0.5% 103.23
Range 2.20 1.82 -0.38 -17.3% 4.62
ATR 1.64 1.66 0.01 0.8% 0.00
Volume 62,391 89,870 27,479 44.0% 305,260
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 108.96 107.91 104.23
R3 107.14 106.09 103.73
R2 105.32 105.32 103.56
R1 104.27 104.27 103.40 103.89
PP 103.50 103.50 103.50 103.30
S1 102.45 102.45 103.06 102.07
S2 101.68 101.68 102.90
S3 99.86 100.63 102.73
S4 98.04 98.81 102.23
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 116.42 114.45 105.77
R3 111.80 109.83 104.50
R2 107.18 107.18 104.08
R1 105.21 105.21 103.65 106.20
PP 102.56 102.56 102.56 103.06
S1 100.59 100.59 102.81 101.58
S2 97.94 97.94 102.38
S3 93.32 95.97 101.96
S4 88.70 91.35 100.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.54 99.92 4.62 4.5% 1.65 1.6% 72% True False 61,052
10 104.54 99.92 4.62 4.5% 1.62 1.6% 72% True False 66,330
20 104.54 98.37 6.17 6.0% 1.54 1.5% 79% True False 77,002
40 104.54 91.05 13.49 13.1% 1.68 1.6% 90% True False 79,047
60 104.54 90.69 13.85 13.4% 1.72 1.7% 91% True False 71,852
80 104.54 85.52 19.02 18.4% 1.82 1.8% 93% True False 68,699
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 0.37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.28
2.618 109.30
1.618 107.48
1.000 106.36
0.618 105.66
HIGH 104.54
0.618 103.84
0.500 103.63
0.382 103.42
LOW 102.72
0.618 101.60
1.000 100.90
1.618 99.78
2.618 97.96
4.250 94.99
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 103.63 102.90
PP 103.50 102.56
S1 103.36 102.23

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

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