NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 96.90 97.10 0.20 0.2% 94.79
High 97.04 97.10 0.06 0.1% 97.04
Low 96.77 96.78 0.01 0.0% 94.77
Close 97.03 96.78 -0.25 -0.3% 97.03
Range 0.27 0.32 0.05 18.5% 2.27
ATR 0.76 0.73 -0.03 -4.1% 0.00
Volume 1,632 1,990 358 21.9% 10,245
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 97.85 97.63 96.96
R3 97.53 97.31 96.87
R2 97.21 97.21 96.84
R1 96.99 96.99 96.81 96.94
PP 96.89 96.89 96.89 96.86
S1 96.67 96.67 96.75 96.62
S2 96.57 96.57 96.72
S3 96.25 96.35 96.69
S4 95.93 96.03 96.60
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 103.09 102.33 98.28
R3 100.82 100.06 97.65
R2 98.55 98.55 97.45
R1 97.79 97.79 97.24 98.17
PP 96.28 96.28 96.28 96.47
S1 95.52 95.52 96.82 95.90
S2 94.01 94.01 96.61
S3 91.74 93.25 96.41
S4 89.47 90.98 95.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.10 95.61 1.49 1.5% 0.50 0.5% 79% True False 1,994
10 97.10 93.93 3.17 3.3% 0.57 0.6% 90% True False 1,888
20 97.10 93.82 3.28 3.4% 0.64 0.7% 90% True False 1,987
40 97.10 88.01 9.09 9.4% 0.54 0.6% 96% True False 2,526
60 97.10 88.01 9.09 9.4% 0.47 0.5% 96% True False 2,858
80 97.10 87.56 9.54 9.9% 0.43 0.4% 97% True False 2,360
100 97.10 84.98 12.12 12.5% 0.34 0.4% 97% True False 2,007
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.46
2.618 97.94
1.618 97.62
1.000 97.42
0.618 97.30
HIGH 97.10
0.618 96.98
0.500 96.94
0.382 96.90
LOW 96.78
0.618 96.58
1.000 96.46
1.618 96.26
2.618 95.94
4.250 95.42
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 96.94 96.72
PP 96.89 96.66
S1 96.83 96.61

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

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