NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 107.36 107.77 0.41 0.4% 107.07
High 108.09 109.16 1.07 1.0% 110.70
Low 106.53 107.30 0.77 0.7% 104.21
Close 107.56 108.60 1.04 1.0% 110.53
Range 1.56 1.86 0.30 19.2% 6.49
ATR 2.20 2.18 -0.02 -1.1% 0.00
Volume 238,235 249,780 11,545 4.8% 967,150
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 113.93 113.13 109.62
R3 112.07 111.27 109.11
R2 110.21 110.21 108.94
R1 109.41 109.41 108.77 109.81
PP 108.35 108.35 108.35 108.56
S1 107.55 107.55 108.43 107.95
S2 106.49 106.49 108.26
S3 104.63 105.69 108.09
S4 102.77 103.83 107.58
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 127.95 125.73 114.10
R3 121.46 119.24 112.31
R2 114.97 114.97 111.72
R1 112.75 112.75 111.12 113.86
PP 108.48 108.48 108.48 109.04
S1 106.26 106.26 109.94 107.37
S2 101.99 101.99 109.34
S3 95.50 99.77 108.75
S4 89.01 93.28 106.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.70 106.39 4.31 4.0% 2.05 1.9% 51% False False 270,022
10 110.70 104.21 6.49 6.0% 2.25 2.1% 68% False False 253,182
20 112.24 103.53 8.71 8.0% 2.17 2.0% 58% False False 249,287
40 112.24 101.82 10.42 9.6% 2.05 1.9% 65% False False 169,169
60 112.24 92.24 20.00 18.4% 2.02 1.9% 82% False False 134,012
80 112.24 91.54 20.70 19.1% 1.94 1.8% 82% False False 106,805
100 112.24 88.13 24.11 22.2% 1.92 1.8% 85% False False 88,950
120 112.24 86.47 25.77 23.7% 1.88 1.7% 86% False False 75,942
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.07
2.618 114.03
1.618 112.17
1.000 111.02
0.618 110.31
HIGH 109.16
0.618 108.45
0.500 108.23
0.382 108.01
LOW 107.30
0.618 106.15
1.000 105.44
1.618 104.29
2.618 102.43
4.250 99.40
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 108.48 108.33
PP 108.35 108.05
S1 108.23 107.78

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

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