NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 19-Sep-2013
Day Change Summary
Previous Current
18-Sep-2013 19-Sep-2013 Change Change % Previous Week
Open 104.77 107.44 2.67 2.5% 109.17
High 107.70 108.15 0.45 0.4% 109.42
Low 104.54 105.56 1.02 1.0% 105.57
Close 107.28 105.86 -1.42 -1.3% 107.54
Range 3.16 2.59 -0.57 -18.0% 3.85
ATR 2.05 2.09 0.04 1.9% 0.00
Volume 215,629 301,286 85,657 39.7% 542,999
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 114.29 112.67 107.28
R3 111.70 110.08 106.57
R2 109.11 109.11 106.33
R1 107.49 107.49 106.10 107.01
PP 106.52 106.52 106.52 106.28
S1 104.90 104.90 105.62 104.42
S2 103.93 103.93 105.39
S3 101.34 102.31 105.15
S4 98.75 99.72 104.44
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 119.06 117.15 109.66
R3 115.21 113.30 108.60
R2 111.36 111.36 108.25
R1 109.45 109.45 107.89 108.48
PP 107.51 107.51 107.51 107.03
S1 105.60 105.60 107.19 104.63
S2 103.66 103.66 106.83
S3 99.81 101.75 106.48
S4 95.96 97.90 105.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.15 104.40 3.75 3.5% 2.11 2.0% 39% True False 199,461
10 109.68 104.40 5.28 5.0% 2.02 1.9% 28% False False 149,503
20 111.34 103.07 8.27 7.8% 2.17 2.1% 34% False False 110,434
40 111.34 100.80 10.54 10.0% 1.92 1.8% 48% False False 81,540
60 111.34 92.64 18.70 17.7% 1.84 1.7% 71% False False 67,462
80 111.34 91.22 20.12 19.0% 1.80 1.7% 73% False False 55,894
100 111.34 89.26 22.08 20.9% 1.79 1.7% 75% False False 46,884
120 111.34 85.96 25.38 24.0% 1.78 1.7% 78% False False 40,380
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119.16
2.618 114.93
1.618 112.34
1.000 110.74
0.618 109.75
HIGH 108.15
0.618 107.16
0.500 106.86
0.382 106.55
LOW 105.56
0.618 103.96
1.000 102.97
1.618 101.37
2.618 98.78
4.250 94.55
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 106.86 106.28
PP 106.52 106.14
S1 106.19 106.00

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

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