NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 106.38 105.39 -0.99 -0.9% 104.95
High 106.46 106.64 0.18 0.2% 109.70
Low 105.05 105.33 0.28 0.3% 103.87
Close 105.39 106.33 0.94 0.9% 105.71
Range 1.41 1.31 -0.10 -7.1% 5.83
ATR 1.96 1.91 -0.05 -2.4% 0.00
Volume 85,361 66,402 -18,959 -22.2% 392,205
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 110.03 109.49 107.05
R3 108.72 108.18 106.69
R2 107.41 107.41 106.57
R1 106.87 106.87 106.45 107.14
PP 106.10 106.10 106.10 106.24
S1 105.56 105.56 106.21 105.83
S2 104.79 104.79 106.09
S3 103.48 104.25 105.97
S4 102.17 102.94 105.61
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
5 107.79 102.22 5.57 5.2% 2.25 2.1% 74% False False 78,218
10 109.70 102.13 7.57 7.1% 2.20 2.1% 55% False False 77,603
20 109.70 99.65 10.05 9.5% 1.86 1.7% 66% False False 73,248
40 109.70 99.65 10.05 9.5% 1.72 1.6% 66% False False 72,845
60 109.70 91.05 18.65 17.5% 1.74 1.6% 82% False False 75,483
80 109.70 90.69 19.01 17.9% 1.75 1.6% 82% False False 71,775
100 109.70 85.52 24.18 22.7% 1.80 1.7% 86% False False 69,574
120 109.70 85.52 24.18 22.7% 1.77 1.7% 86% False False 66,234
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 0.42
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 112.21
2.618 110.07
1.618 108.76
1.000 107.95
0.618 107.45
HIGH 106.64
0.618 106.14
0.500 105.99
0.382 105.83
LOW 105.33
0.618 104.52
1.000 104.02
1.618 103.21
2.618 101.90
4.250 99.76
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 106.22 105.71
PP 106.10 105.08
S1 105.99 104.46

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

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