NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 06-Aug-2013
Day Change Summary
Previous Current
05-Aug-2013 06-Aug-2013 Change Change % Previous Week
Open 99.56 100.45 0.89 0.9% 98.72
High 100.39 100.63 0.24 0.2% 101.48
Low 99.31 99.04 -0.27 -0.3% 97.76
Close 100.39 99.51 -0.88 -0.9% 100.37
Range 1.08 1.59 0.51 47.2% 3.72
ATR 1.22 1.24 0.03 2.2% 0.00
Volume 7,500 6,832 -668 -8.9% 42,883
Daily Pivots for day following 06-Aug-2013
Classic Woodie Camarilla DeMark
R4 104.50 103.59 100.38
R3 102.91 102.00 99.95
R2 101.32 101.32 99.80
R1 100.41 100.41 99.66 100.07
PP 99.73 99.73 99.73 99.56
S1 98.82 98.82 99.36 98.48
S2 98.14 98.14 99.22
S3 96.55 97.23 99.07
S4 94.96 95.64 98.64
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 111.03 109.42 102.42
R3 107.31 105.70 101.39
R2 103.59 103.59 101.05
R1 101.98 101.98 100.71 102.79
PP 99.87 99.87 99.87 100.27
S1 98.26 98.26 100.03 99.07
S2 96.15 96.15 99.69
S3 92.43 94.54 99.35
S4 88.71 90.82 98.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.48 97.76 3.72 3.7% 1.46 1.5% 47% False False 9,341
10 101.48 97.76 3.72 3.7% 1.23 1.2% 47% False False 8,600
20 101.48 96.87 4.61 4.6% 1.14 1.1% 57% False False 9,947
40 101.48 90.05 11.43 11.5% 1.17 1.2% 83% False False 7,784
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.39
2.618 104.79
1.618 103.20
1.000 102.22
0.618 101.61
HIGH 100.63
0.618 100.02
0.500 99.84
0.382 99.65
LOW 99.04
0.618 98.06
1.000 97.45
1.618 96.47
2.618 94.88
4.250 92.28
Fisher Pivots for day following 06-Aug-2013
Pivot 1 day 3 day
R1 99.84 100.26
PP 99.73 100.01
S1 99.62 99.76

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

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