NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 103.32 102.94 -0.38 -0.4% 103.91
High 103.57 105.57 2.00 1.9% 103.92
Low 102.57 102.70 0.13 0.1% 101.01
Close 102.78 105.37 2.59 2.5% 103.11
Range 1.00 2.87 1.87 187.0% 2.91
ATR 1.36 1.47 0.11 7.9% 0.00
Volume 17,845 10,968 -6,877 -38.5% 123,057
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 113.16 112.13 106.95
R3 110.29 109.26 106.16
R2 107.42 107.42 105.90
R1 106.39 106.39 105.63 106.91
PP 104.55 104.55 104.55 104.80
S1 103.52 103.52 105.11 104.04
S2 101.68 101.68 104.84
S3 98.81 100.65 104.58
S4 95.94 97.78 103.79
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
5 105.57 101.01 4.56 4.3% 1.69 1.6% 96% True False 23,029
10 105.57 101.01 4.56 4.3% 1.38 1.3% 96% True False 21,215
20 105.57 98.55 7.02 6.7% 1.50 1.4% 97% True False 20,652
40 105.57 94.43 11.14 10.6% 1.38 1.3% 98% True False 20,861
60 105.57 90.40 15.17 14.4% 1.39 1.3% 99% True False 17,079
80 105.57 90.35 15.22 14.4% 1.41 1.3% 99% True False 14,156
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 0.32
Widest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 117.77
2.618 113.08
1.618 110.21
1.000 108.44
0.618 107.34
HIGH 105.57
0.618 104.47
0.500 104.14
0.382 103.80
LOW 102.70
0.618 100.93
1.000 99.83
1.618 98.06
2.618 95.19
4.250 90.50
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 104.96 104.75
PP 104.55 104.12
S1 104.14 103.50

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

View Archives - Comment on this page... - Back to Index of Symbols