NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 102.93 103.29 0.36 0.3% 102.05
High 103.88 103.54 -0.34 -0.3% 103.96
Low 102.65 101.02 -1.63 -1.6% 100.64
Close 103.31 101.43 -1.88 -1.8% 103.53
Range 1.23 2.52 1.29 104.9% 3.32
ATR 1.73 1.79 0.06 3.3% 0.00
Volume 167,860 150,767 -17,093 -10.2% 615,008
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 109.56 108.01 102.82
R3 107.04 105.49 102.12
R2 104.52 104.52 101.89
R1 102.97 102.97 101.66 102.49
PP 102.00 102.00 102.00 101.75
S1 100.45 100.45 101.20 99.97
S2 99.48 99.48 100.97
S3 96.96 97.93 100.74
S4 94.44 95.41 100.04
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 112.67 111.42 105.36
R3 109.35 108.10 104.44
R2 106.03 106.03 104.14
R1 104.78 104.78 103.83 105.41
PP 102.71 102.71 102.71 103.02
S1 101.46 101.46 103.23 102.09
S2 99.39 99.39 102.92
S3 96.07 98.14 102.62
S4 92.75 94.82 101.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.96 101.02 2.94 2.9% 1.65 1.6% 14% False True 143,420
10 103.96 100.64 3.32 3.3% 1.64 1.6% 24% False False 121,540
20 106.68 100.64 6.04 6.0% 1.74 1.7% 13% False False 109,080
40 109.70 100.64 9.06 8.9% 1.80 1.8% 9% False False 92,162
60 109.70 99.65 10.05 9.9% 1.75 1.7% 18% False False 83,063
80 109.70 91.05 18.65 18.4% 1.75 1.7% 56% False False 84,496
100 109.70 90.69 19.01 18.7% 1.75 1.7% 56% False False 80,138
120 109.70 87.15 22.55 22.2% 1.78 1.8% 63% False False 76,168
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114.25
2.618 110.14
1.618 107.62
1.000 106.06
0.618 105.10
HIGH 103.54
0.618 102.58
0.500 102.28
0.382 101.98
LOW 101.02
0.618 99.46
1.000 98.50
1.618 96.94
2.618 94.42
4.250 90.31
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 102.28 102.45
PP 102.00 102.11
S1 101.71 101.77

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

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