NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 26-Aug-2013
Day Change Summary
Previous Current
23-Aug-2013 26-Aug-2013 Change Change % Previous Week
Open 102.11 103.32 1.21 1.2% 103.91
High 103.32 103.57 0.25 0.2% 103.92
Low 101.42 102.57 1.15 1.1% 101.01
Close 103.11 102.78 -0.33 -0.3% 103.11
Range 1.90 1.00 -0.90 -47.4% 2.91
ATR 1.39 1.36 -0.03 -2.0% 0.00
Volume 23,332 17,845 -5,487 -23.5% 123,057
Daily Pivots for day following 26-Aug-2013
Classic Woodie Camarilla DeMark
R4 105.97 105.38 103.33
R3 104.97 104.38 103.06
R2 103.97 103.97 102.96
R1 103.38 103.38 102.87 103.18
PP 102.97 102.97 102.97 102.87
S1 102.38 102.38 102.69 102.18
S2 101.97 101.97 102.60
S3 100.97 101.38 102.51
S4 99.97 100.38 102.23
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
5 103.57 101.01 2.56 2.5% 1.40 1.4% 69% True False 24,123
10 103.92 101.01 2.91 2.8% 1.21 1.2% 61% False False 22,073
20 103.92 98.55 5.37 5.2% 1.41 1.4% 79% False False 20,545
40 103.92 93.59 10.33 10.1% 1.34 1.3% 89% False False 20,799
60 103.92 90.35 13.57 13.2% 1.38 1.3% 92% False False 16,999
80 103.92 90.35 13.57 13.2% 1.40 1.4% 92% False False 14,109
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 107.82
2.618 106.19
1.618 105.19
1.000 104.57
0.618 104.19
HIGH 103.57
0.618 103.19
0.500 103.07
0.382 102.95
LOW 102.57
0.618 101.95
1.000 101.57
1.618 100.95
2.618 99.95
4.250 98.32
Fisher Pivots for day following 26-Aug-2013
Pivot 1 day 3 day
R1 103.07 102.62
PP 102.97 102.46
S1 102.88 102.30

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

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