NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 24-Sep-2013

Day Change Summary
	Previous	Current
	23-Sep-2013	24-Sep-2013	Change	Change %	Previous Week
Open	104.89	103.44	-1.45	-1.4%	107.16
High	105.12	103.64	-1.48	-1.4%	108.15
Low	103.12	102.30	-0.82	-0.8%	104.40
Close	103.59	103.13	-0.46	-0.4%	104.75
Range	2.00	1.34	-0.66	-33.0%	3.75
ATR	2.05	2.00	-0.05	-2.5%	0.00
Volume	223,392	259,543	36,151	16.2%	1,142,879

Daily Pivots for day following 24-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.04	106.43	103.87
R3	105.70	105.09	103.50
R2	104.36	104.36	103.38
R1	103.75	103.75	103.25	103.39
PP	103.02	103.02	103.02	102.84
S1	102.41	102.41	103.01	102.05
S2	101.68	101.68	102.88
S3	100.34	101.07	102.76
S4	99.00	99.73	102.39

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	117.02	114.63	106.81
R3	113.27	110.88	105.78
R2	109.52	109.52	105.44
R1	107.13	107.13	105.09	106.45
PP	105.77	105.77	105.77	105.43
S1	103.38	103.38	104.41	102.70
S2	102.02	102.02	104.06
S3	98.27	99.63	103.72
S4	94.52	95.88	102.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108.15	102.30	5.85	5.7%	2.14	2.1%	14%	False	True	250,042
10	108.24	102.30	5.94	5.8%	1.88	1.8%	14%	False	True	195,627
20	111.34	102.30	9.04	8.8%	2.15	2.1%	9%	False	True	136,227
40	111.34	100.80	10.54	10.2%	1.94	1.9%	22%	False	False	96,934
60	111.34	94.67	16.67	16.2%	1.84	1.8%	51%	False	False	78,111
80	111.34	91.22	20.12	19.5%	1.79	1.7%	59%	False	False	64,478
100	111.34	91.22	20.12	19.5%	1.77	1.7%	59%	False	False	53,901
120	111.34	85.96	25.38	24.6%	1.77	1.7%	68%	False	False	46,356

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 25 trading days

Fibonacci Retracements and Extensions
4.250	109.34
2.618	107.15
1.618	105.81
1.000	104.98
0.618	104.47
HIGH	103.64
0.618	103.13
0.500	102.97
0.382	102.81
LOW	102.30
0.618	101.47
1.000	100.96
1.618	100.13
2.618	98.79
4.250	96.61

Fisher Pivots for day following 24-Sep-2013
Pivot	1 day	3 day
R1	103.08	104.21
PP	103.02	103.85
S1	102.97	103.49

Download as Excel Spreadsheet

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

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