NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 30-Aug-2013
Day Change Summary
Previous Current
29-Aug-2013 30-Aug-2013 Change Change % Previous Week
Open 107.45 105.99 -1.46 -1.4% 104.95
High 107.79 106.71 -1.08 -1.0% 109.70
Low 105.64 104.79 -0.85 -0.8% 103.87
Close 106.60 105.71 -0.89 -0.8% 105.71
Range 2.15 1.92 -0.23 -10.7% 5.83
ATR 1.80 1.81 0.01 0.5% 0.00
Volume 95,075 72,128 -22,947 -24.1% 392,205
Daily Pivots for day following 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 111.50 110.52 106.77
R3 109.58 108.60 106.24
R2 107.66 107.66 106.06
R1 106.68 106.68 105.89 106.21
PP 105.74 105.74 105.74 105.50
S1 104.76 104.76 105.53 104.29
S2 103.82 103.82 105.36
S3 101.90 102.84 105.18
S4 99.98 100.92 104.65
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 123.92 120.64 108.92
R3 118.09 114.81 107.31
R2 112.26 112.26 106.78
R1 108.98 108.98 106.24 110.62
PP 106.43 106.43 106.43 107.25
S1 103.15 103.15 105.18 104.79
S2 100.60 100.60 104.64
S3 94.77 97.32 104.11
S4 88.94 91.49 102.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.70 103.87 5.83 5.5% 2.27 2.2% 32% False False 78,441
10 109.70 102.13 7.57 7.2% 1.93 1.8% 47% False False 79,195
20 109.70 99.65 10.05 9.5% 1.75 1.7% 60% False False 70,079
40 109.70 98.37 11.33 10.7% 1.64 1.6% 65% False False 73,540
60 109.70 91.05 18.65 17.6% 1.70 1.6% 79% False False 76,058
80 109.70 90.69 19.01 18.0% 1.72 1.6% 79% False False 71,409
100 109.70 85.52 24.18 22.9% 1.80 1.7% 83% False False 68,975
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.31
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114.87
2.618 111.74
1.618 109.82
1.000 108.63
0.618 107.90
HIGH 106.71
0.618 105.98
0.500 105.75
0.382 105.52
LOW 104.79
0.618 103.60
1.000 102.87
1.618 101.68
2.618 99.76
4.250 96.63
Fisher Pivots for day following 30-Aug-2013
Pivot 1 day 3 day
R1 105.75 107.25
PP 105.74 106.73
S1 105.72 106.22

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

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