NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 06-Aug-2013
Day Change Summary
Previous Current
05-Aug-2013 06-Aug-2013 Change Change % Previous Week
Open 103.11 103.02 -0.09 -0.1% 101.45
High 103.79 103.58 -0.21 -0.2% 104.54
Low 101.96 101.65 -0.31 -0.3% 99.92
Close 103.08 102.11 -0.97 -0.9% 103.23
Range 1.83 1.93 0.10 5.5% 4.62
ATR 1.67 1.69 0.02 1.1% 0.00
Volume 62,009 44,260 -17,749 -28.6% 305,260
Daily Pivots for day following 06-Aug-2013
Classic Woodie Camarilla DeMark
R4 108.24 107.10 103.17
R3 106.31 105.17 102.64
R2 104.38 104.38 102.46
R1 103.24 103.24 102.29 102.85
PP 102.45 102.45 102.45 102.25
S1 101.31 101.31 101.93 100.92
S2 100.52 100.52 101.76
S3 98.59 99.38 101.58
S4 96.66 97.45 101.05
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% 1.94 1.9% 47% False False 66,074
10 104.54 99.92 4.62 4.5% 1.71 1.7% 47% False False 62,169
20 104.54 99.41 5.13 5.0% 1.59 1.6% 53% False False 73,865
40 104.54 91.05 13.49 13.2% 1.69 1.7% 82% False False 76,695
60 104.54 90.69 13.85 13.6% 1.72 1.7% 82% False False 71,541
80 104.54 85.52 19.02 18.6% 1.82 1.8% 87% False False 69,002
100 104.54 85.52 19.02 18.6% 1.75 1.7% 87% False False 64,681
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 0.42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.78
2.618 108.63
1.618 106.70
1.000 105.51
0.618 104.77
HIGH 103.58
0.618 102.84
0.500 102.62
0.382 102.39
LOW 101.65
0.618 100.46
1.000 99.72
1.618 98.53
2.618 96.60
4.250 93.45
Fisher Pivots for day following 06-Aug-2013
Pivot 1 day 3 day
R1 102.62 103.10
PP 102.45 102.77
S1 102.28 102.44

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

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