NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 103.75 103.11 -0.64 -0.6% 101.45
High 104.54 103.79 -0.75 -0.7% 104.54
Low 102.72 101.96 -0.76 -0.7% 99.92
Close 103.23 103.08 -0.15 -0.1% 103.23
Range 1.82 1.83 0.01 0.5% 4.62
ATR 1.66 1.67 0.01 0.7% 0.00
Volume 89,870 62,009 -27,861 -31.0% 305,260
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 108.43 107.59 104.09
R3 106.60 105.76 103.58
R2 104.77 104.77 103.42
R1 103.93 103.93 103.25 103.44
PP 102.94 102.94 102.94 102.70
S1 102.10 102.10 102.91 101.61
S2 101.11 101.11 102.74
S3 99.28 100.27 102.58
S4 97.45 98.44 102.07
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% 1.80 1.7% 68% False False 65,877
10 104.54 99.92 4.62 4.5% 1.66 1.6% 68% False False 63,862
20 104.54 98.69 5.85 5.7% 1.56 1.5% 75% False False 76,564
40 104.54 91.05 13.49 13.1% 1.66 1.6% 89% False False 78,401
60 104.54 90.69 13.85 13.4% 1.73 1.7% 89% False False 71,841
80 104.54 85.52 19.02 18.5% 1.82 1.8% 92% False False 68,986
100 104.54 85.52 19.02 18.5% 1.74 1.7% 92% False False 64,812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.57
2.618 108.58
1.618 106.75
1.000 105.62
0.618 104.92
HIGH 103.79
0.618 103.09
0.500 102.88
0.382 102.66
LOW 101.96
0.618 100.83
1.000 100.13
1.618 99.00
2.618 97.17
4.250 94.18
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 103.01 103.07
PP 102.94 103.05
S1 102.88 103.04

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

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