NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 01-Oct-2013
Day Change Summary
Previous Current
30-Sep-2013 01-Oct-2013 Change Change % Previous Week
Open 102.46 102.31 -0.15 -0.1% 104.89
High 102.76 102.58 -0.18 -0.2% 105.12
Low 101.05 101.06 0.01 0.0% 102.20
Close 102.33 102.04 -0.29 -0.3% 102.87
Range 1.71 1.52 -0.19 -11.1% 2.92
ATR 1.88 1.86 -0.03 -1.4% 0.00
Volume 226,707 223,028 -3,679 -1.6% 1,135,207
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.45 105.77 102.88
R3 104.93 104.25 102.46
R2 103.41 103.41 102.32
R1 102.73 102.73 102.18 102.31
PP 101.89 101.89 101.89 101.69
S1 101.21 101.21 101.90 100.79
S2 100.37 100.37 101.76
S3 98.85 99.69 101.62
S4 97.33 98.17 101.20
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 112.16 110.43 104.48
R3 109.24 107.51 103.67
R2 106.32 106.32 103.41
R1 104.59 104.59 103.14 104.00
PP 103.40 103.40 103.40 103.10
S1 101.67 101.67 102.60 101.08
S2 100.48 100.48 102.33
S3 97.56 98.75 102.07
S4 94.64 95.83 101.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.96 101.05 2.91 2.9% 1.50 1.5% 34% False False 220,401
10 108.15 101.05 7.10 7.0% 1.82 1.8% 14% False False 235,221
20 109.68 101.05 8.63 8.5% 1.78 1.7% 11% False False 175,090
40 111.34 100.80 10.54 10.3% 1.88 1.8% 12% False False 118,627
60 111.34 100.00 11.34 11.1% 1.81 1.8% 18% False False 92,565
80 111.34 91.95 19.39 19.0% 1.78 1.7% 52% False False 76,986
100 111.34 91.22 20.12 19.7% 1.77 1.7% 54% False False 64,359
120 111.34 85.96 25.38 24.9% 1.79 1.8% 63% False False 55,236
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.04
2.618 106.56
1.618 105.04
1.000 104.10
0.618 103.52
HIGH 102.58
0.618 102.00
0.500 101.82
0.382 101.64
LOW 101.06
0.618 100.12
1.000 99.54
1.618 98.60
2.618 97.08
4.250 94.60
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 101.97 102.41
PP 101.89 102.29
S1 101.82 102.16

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

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