NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 102.40 101.30 -1.10 -1.1% 101.45
High 102.40 101.95 -0.45 -0.4% 104.54
Low 101.15 99.65 -1.50 -1.5% 99.92
Close 101.49 100.53 -0.96 -0.9% 103.23
Range 1.25 2.30 1.05 84.0% 4.62
ATR 1.66 1.70 0.05 2.8% 0.00
Volume 54,230 62,732 8,502 15.7% 305,260
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 107.61 106.37 101.80
R3 105.31 104.07 101.16
R2 103.01 103.01 100.95
R1 101.77 101.77 100.74 101.24
PP 100.71 100.71 100.71 100.45
S1 99.47 99.47 100.32 98.94
S2 98.41 98.41 100.11
S3 96.11 97.17 99.90
S4 93.81 94.87 99.27
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 99.65 4.89 4.9% 1.83 1.8% 18% False True 62,620
10 104.54 99.65 4.89 4.9% 1.68 1.7% 18% False True 60,007
20 104.54 99.65 4.89 4.9% 1.63 1.6% 18% False True 67,862
40 104.54 91.05 13.49 13.4% 1.69 1.7% 70% False False 76,878
60 104.54 90.69 13.85 13.8% 1.73 1.7% 71% False False 71,585
80 104.54 85.52 19.02 18.9% 1.78 1.8% 79% False False 68,494
100 104.54 85.52 19.02 18.9% 1.76 1.8% 79% False False 65,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 111.73
2.618 107.97
1.618 105.67
1.000 104.25
0.618 103.37
HIGH 101.95
0.618 101.07
0.500 100.80
0.382 100.53
LOW 99.65
0.618 98.23
1.000 97.35
1.618 95.93
2.618 93.63
4.250 89.88
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 100.80 101.62
PP 100.71 101.25
S1 100.62 100.89

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

View Archives - Comment on this page... - Back to Index of Symbols