NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 103.00 102.53 -0.47 -0.5% 100.98
High 103.46 102.61 -0.85 -0.8% 103.91
Low 102.03 101.01 -1.02 -1.0% 100.24
Close 102.33 101.25 -1.08 -1.1% 103.72
Range 1.43 1.60 0.17 11.9% 3.67
ATR 1.36 1.38 0.02 1.3% 0.00
Volume 16,438 32,880 16,442 100.0% 103,106
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 106.42 105.44 102.13
R3 104.82 103.84 101.69
R2 103.22 103.22 101.54
R1 102.24 102.24 101.40 101.93
PP 101.62 101.62 101.62 101.47
S1 100.64 100.64 101.10 100.33
S2 100.02 100.02 100.96
S3 98.42 99.04 100.81
S4 96.82 97.44 100.37
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 113.63 112.35 105.74
R3 109.96 108.68 104.73
R2 106.29 106.29 104.39
R1 105.01 105.01 104.06 105.65
PP 102.62 102.62 102.62 102.95
S1 101.34 101.34 103.38 101.98
S2 98.95 98.95 103.05
S3 95.28 97.67 102.71
S4 91.61 94.00 101.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.92 101.01 2.91 2.9% 1.17 1.2% 8% False True 22,336
10 103.92 98.55 5.37 5.3% 1.36 1.3% 50% False False 22,345
20 103.92 98.55 5.37 5.3% 1.39 1.4% 50% False False 19,478
40 103.92 91.40 12.52 12.4% 1.35 1.3% 79% False False 20,009
60 103.92 90.35 13.57 13.4% 1.39 1.4% 80% False False 16,059
80 103.92 88.45 15.47 15.3% 1.44 1.4% 83% False False 13,461
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 8 trading days
Fibonacci Retracements and Extensions
4.250 109.41
2.618 106.80
1.618 105.20
1.000 104.21
0.618 103.60
HIGH 102.61
0.618 102.00
0.500 101.81
0.382 101.62
LOW 101.01
0.618 100.02
1.000 99.41
1.618 98.42
2.618 96.82
4.250 94.21
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 101.81 102.47
PP 101.62 102.06
S1 101.44 101.66

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

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