NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 101.28 102.11 0.83 0.8% 103.91
High 102.10 103.32 1.22 1.2% 103.92
Low 101.03 101.42 0.39 0.4% 101.01
Close 101.96 103.11 1.15 1.1% 103.11
Range 1.07 1.90 0.83 77.6% 2.91
ATR 1.35 1.39 0.04 2.9% 0.00
Volume 30,121 23,332 -6,789 -22.5% 123,057
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 108.32 107.61 104.16
R3 106.42 105.71 103.63
R2 104.52 104.52 103.46
R1 103.81 103.81 103.28 104.17
PP 102.62 102.62 102.62 102.79
S1 101.91 101.91 102.94 102.27
S2 100.72 100.72 102.76
S3 98.82 100.01 102.59
S4 96.92 98.11 102.07
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 111.41 110.17 104.71
R3 108.50 107.26 103.91
R2 105.59 105.59 103.64
R1 104.35 104.35 103.38 103.52
PP 102.68 102.68 102.68 102.26
S1 101.44 101.44 102.84 100.61
S2 99.77 99.77 102.58
S3 96.86 98.53 102.31
S4 93.95 95.62 101.51
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 2.8% 1.37 1.3% 72% False False 24,611
10 103.92 100.24 3.68 3.6% 1.26 1.2% 78% False False 22,616
20 103.92 98.55 5.37 5.2% 1.41 1.4% 85% False False 20,244
40 103.92 93.38 10.54 10.2% 1.35 1.3% 92% False False 20,544
60 103.92 90.35 13.57 13.2% 1.38 1.3% 94% False False 16,799
80 103.92 89.23 14.69 14.2% 1.42 1.4% 94% False False 13,988
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 0.35
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 111.40
2.618 108.29
1.618 106.39
1.000 105.22
0.618 104.49
HIGH 103.32
0.618 102.59
0.500 102.37
0.382 102.15
LOW 101.42
0.618 100.25
1.000 99.52
1.618 98.35
2.618 96.45
4.250 93.35
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 102.86 102.80
PP 102.62 102.48
S1 102.37 102.17

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

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