NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 104.95 104.34 -0.61 -0.6% 105.59
High 105.32 107.21 1.89 1.8% 105.59
Low 103.87 104.10 0.23 0.2% 102.13
Close 104.16 106.90 2.74 2.6% 104.53
Range 1.45 3.11 1.66 114.5% 3.46
ATR 1.58 1.69 0.11 6.9% 0.00
Volume 74,169 36,589 -37,580 -50.7% 399,752
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 115.40 114.26 108.61
R3 112.29 111.15 107.76
R2 109.18 109.18 107.47
R1 108.04 108.04 107.19 108.61
PP 106.07 106.07 106.07 106.36
S1 104.93 104.93 106.61 105.50
S2 102.96 102.96 106.33
S3 99.85 101.82 106.04
S4 96.74 98.71 105.19
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 114.46 112.96 106.43
R3 111.00 109.50 105.48
R2 107.54 107.54 105.16
R1 106.04 106.04 104.85 105.06
PP 104.08 104.08 104.08 103.60
S1 102.58 102.58 104.21 101.60
S2 100.62 100.62 103.90
S3 97.16 99.12 103.58
S4 93.70 95.66 102.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.21 102.13 5.08 4.8% 1.94 1.8% 94% True False 76,981
10 107.21 102.13 5.08 4.8% 1.60 1.5% 94% True False 70,141
20 107.21 99.65 7.56 7.1% 1.70 1.6% 96% True False 67,212
40 107.21 95.20 12.01 11.2% 1.61 1.5% 97% True False 76,453
60 107.21 91.05 16.16 15.1% 1.66 1.6% 98% True False 74,955
80 107.21 90.69 16.52 15.5% 1.69 1.6% 98% True False 70,156
100 107.21 85.52 21.69 20.3% 1.77 1.7% 99% True False 67,698
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 0.33
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 120.43
2.618 115.35
1.618 112.24
1.000 110.32
0.618 109.13
HIGH 107.21
0.618 106.02
0.500 105.66
0.382 105.29
LOW 104.10
0.618 102.18
1.000 100.99
1.618 99.07
2.618 95.96
4.250 90.88
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 106.49 106.25
PP 106.07 105.60
S1 105.66 104.95

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

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