NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 14-Aug-2013
Day Change Summary
Previous Current
13-Aug-2013 14-Aug-2013 Change Change % Previous Week
Open 103.10 103.55 0.45 0.4% 103.11
High 103.92 104.15 0.23 0.2% 103.79
Low 102.71 102.91 0.20 0.2% 99.65
Close 103.78 103.97 0.19 0.2% 102.38
Range 1.21 1.24 0.03 2.5% 4.14
ATR 1.68 1.64 -0.03 -1.9% 0.00
Volume 52,641 59,749 7,108 13.5% 290,450
Daily Pivots for day following 14-Aug-2013
Classic Woodie Camarilla DeMark
R4 107.40 106.92 104.65
R3 106.16 105.68 104.31
R2 104.92 104.92 104.20
R1 104.44 104.44 104.08 104.68
PP 103.68 103.68 103.68 103.80
S1 103.20 103.20 103.86 103.44
S2 102.44 102.44 103.74
S3 101.20 101.96 103.63
S4 99.96 100.72 103.29
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 114.36 112.51 104.66
R3 110.22 108.37 103.52
R2 106.08 106.08 103.14
R1 104.23 104.23 102.76 103.09
PP 101.94 101.94 101.94 101.37
S1 100.09 100.09 102.00 98.95
S2 97.80 97.80 101.62
S3 93.66 95.95 101.24
S4 89.52 91.81 100.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.15 99.65 4.50 4.3% 1.66 1.6% 96% True False 63,594
10 104.54 99.65 4.89 4.7% 1.73 1.7% 88% False False 63,073
20 104.54 99.65 4.89 4.7% 1.65 1.6% 88% False False 64,608
40 104.54 91.05 13.49 13.0% 1.70 1.6% 96% False False 76,850
60 104.54 90.69 13.85 13.3% 1.70 1.6% 96% False False 72,184
80 104.54 87.49 17.05 16.4% 1.76 1.7% 97% False False 68,451
100 104.54 85.52 19.02 18.3% 1.77 1.7% 97% False False 66,101
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.42
2.618 107.40
1.618 106.16
1.000 105.39
0.618 104.92
HIGH 104.15
0.618 103.68
0.500 103.53
0.382 103.38
LOW 102.91
0.618 102.14
1.000 101.67
1.618 100.90
2.618 99.66
4.250 97.64
Fisher Pivots for day following 14-Aug-2013
Pivot 1 day 3 day
R1 103.82 103.60
PP 103.68 103.23
S1 103.53 102.86

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

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