NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 102.94 105.54 2.60 2.5% 103.91
High 105.57 107.94 2.37 2.2% 103.92
Low 102.70 105.38 2.68 2.6% 101.01
Close 105.37 106.18 0.81 0.8% 103.11
Range 2.87 2.56 -0.31 -10.8% 2.91
ATR 1.47 1.55 0.08 5.3% 0.00
Volume 10,968 32,618 21,650 197.4% 123,057
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 114.18 112.74 107.59
R3 111.62 110.18 106.88
R2 109.06 109.06 106.65
R1 107.62 107.62 106.41 108.34
PP 106.50 106.50 106.50 106.86
S1 105.06 105.06 105.95 105.78
S2 103.94 103.94 105.71
S3 101.38 102.50 105.48
S4 98.82 99.94 104.77
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
5 107.94 101.03 6.91 6.5% 1.88 1.8% 75% True False 22,976
10 107.94 101.01 6.93 6.5% 1.53 1.4% 75% True False 22,656
20 107.94 98.55 9.39 8.8% 1.55 1.5% 81% True False 21,105
40 107.94 96.02 11.92 11.2% 1.41 1.3% 85% True False 21,223
60 107.94 90.40 17.54 16.5% 1.41 1.3% 90% True False 17,526
80 107.94 90.35 17.59 16.6% 1.42 1.3% 90% True False 14,452
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118.82
2.618 114.64
1.618 112.08
1.000 110.50
0.618 109.52
HIGH 107.94
0.618 106.96
0.500 106.66
0.382 106.36
LOW 105.38
0.618 103.80
1.000 102.82
1.618 101.24
2.618 98.68
4.250 94.50
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 106.66 105.87
PP 106.50 105.56
S1 106.34 105.26

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

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