NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 97.16 97.00 -0.16 -0.2% 95.73
High 98.02 97.40 -0.62 -0.6% 98.05
Low 96.86 96.41 -0.45 -0.5% 95.22
Close 97.35 96.65 -0.70 -0.7% 97.97
Range 1.16 0.99 -0.17 -14.7% 2.83
ATR 1.09 1.09 -0.01 -0.7% 0.00
Volume 14,769 28,667 13,898 94.1% 82,594
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 99.79 99.21 97.19
R3 98.80 98.22 96.92
R2 97.81 97.81 96.83
R1 97.23 97.23 96.74 97.03
PP 96.82 96.82 96.82 96.72
S1 96.24 96.24 96.56 96.04
S2 95.83 95.83 96.47
S3 94.84 95.25 96.38
S4 93.85 94.26 96.11
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 105.57 104.60 99.53
R3 102.74 101.77 98.75
R2 99.91 99.91 98.49
R1 98.94 98.94 98.23 99.43
PP 97.08 97.08 97.08 97.32
S1 96.11 96.11 97.71 96.60
S2 94.25 94.25 97.45
S3 91.42 93.28 97.19
S4 88.59 90.45 96.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.20 96.41 1.79 1.9% 0.91 0.9% 13% False True 18,724
10 98.20 93.99 4.21 4.4% 1.04 1.1% 63% False False 17,404
20 98.20 93.99 4.21 4.4% 1.08 1.1% 63% False False 16,024
40 98.20 88.85 9.35 9.7% 1.06 1.1% 83% False False 20,867
60 98.20 88.11 10.09 10.4% 1.17 1.2% 85% False False 20,191
80 98.20 86.89 11.31 11.7% 1.26 1.3% 86% False False 18,132
100 98.20 84.84 13.36 13.8% 1.27 1.3% 88% False False 16,396
120 98.20 84.84 13.36 13.8% 1.21 1.3% 88% False False 15,065
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.61
2.618 99.99
1.618 99.00
1.000 98.39
0.618 98.01
HIGH 97.40
0.618 97.02
0.500 96.91
0.382 96.79
LOW 96.41
0.618 95.80
1.000 95.42
1.618 94.81
2.618 93.82
4.250 92.20
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 96.91 97.31
PP 96.82 97.09
S1 96.74 96.87

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

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