NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 103.55 104.10 0.55 0.5% 103.11
High 104.15 104.85 0.70 0.7% 103.79
Low 102.91 103.75 0.84 0.8% 99.65
Close 103.97 104.64 0.67 0.6% 102.38
Range 1.24 1.10 -0.14 -11.3% 4.14
ATR 1.64 1.61 -0.04 -2.4% 0.00
Volume 59,749 65,438 5,689 9.5% 290,450
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 107.71 107.28 105.25
R3 106.61 106.18 104.94
R2 105.51 105.51 104.84
R1 105.08 105.08 104.74 105.30
PP 104.41 104.41 104.41 104.52
S1 103.98 103.98 104.54 104.20
S2 103.31 103.31 104.44
S3 102.21 102.88 104.34
S4 101.11 101.78 104.04
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
5 104.85 100.50 4.35 4.2% 1.42 1.4% 95% True False 64,135
10 104.85 99.65 5.20 5.0% 1.62 1.6% 96% True False 63,378
20 104.85 99.65 5.20 5.0% 1.62 1.6% 96% True False 64,775
40 104.85 91.05 13.80 13.2% 1.69 1.6% 98% True False 77,274
60 104.85 90.69 14.16 13.5% 1.70 1.6% 99% True False 72,246
80 104.85 88.78 16.07 15.4% 1.75 1.7% 99% True False 68,869
100 104.85 85.52 19.33 18.5% 1.76 1.7% 99% True False 66,330
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.49
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 109.53
2.618 107.73
1.618 106.63
1.000 105.95
0.618 105.53
HIGH 104.85
0.618 104.43
0.500 104.30
0.382 104.17
LOW 103.75
0.618 103.07
1.000 102.65
1.618 101.97
2.618 100.87
4.250 99.08
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 104.53 104.35
PP 104.41 104.07
S1 104.30 103.78

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

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