NYMEX Light Sweet Crude Oil Future December 2013

Trading Metrics calculated at close of trading on 26-Sep-2013

Day Change Summary
	Previous	Current
	25-Sep-2013	26-Sep-2013	Change	Change %	Previous Week
Open	102.74	101.68	-1.06	-1.0%	105.59
High	103.35	102.70	-0.65	-0.6%	106.68
Low	101.57	101.60	0.03	0.0%	103.02
Close	102.05	102.52	0.47	0.5%	103.71
Range	1.78	1.10	-0.68	-38.2%	3.66
ATR	1.89	1.83	-0.06	-3.0%	0.00
Volume	132,140	112,166	-19,974	-15.1%	465,818

Daily Pivots for day following 26-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.57	105.15	103.13
R3	104.47	104.05	102.82
R2	103.37	103.37	102.72
R1	102.95	102.95	102.62	103.16
PP	102.27	102.27	102.27	102.38
S1	101.85	101.85	102.42	102.06
S2	101.17	101.17	102.32
S3	100.07	100.75	102.22
S4	98.97	99.65	101.92

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	115.45	113.24	105.72
R3	111.79	109.58	104.72
R2	108.13	108.13	104.38
R1	105.92	105.92	104.05	105.20
PP	104.47	104.47	104.47	104.11
S1	102.26	102.26	103.37	101.54
S2	100.81	100.81	103.04
S3	97.15	98.60	102.70
S4	93.49	94.94	101.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.85	101.57	3.28	3.2%	1.49	1.4%	29%	False	False	112,682
10	106.68	101.57	5.11	5.0%	1.77	1.7%	19%	False	False	100,819
20	108.12	101.57	6.55	6.4%	1.90	1.9%	15%	False	False	88,380
40	109.70	99.65	10.05	9.8%	1.82	1.8%	29%	False	False	78,856
60	109.70	96.48	13.22	12.9%	1.73	1.7%	46%	False	False	80,754
80	109.70	91.05	18.65	18.2%	1.73	1.7%	62%	False	False	78,847
100	109.70	90.69	19.01	18.5%	1.74	1.7%	62%	False	False	74,183
120	109.70	85.52	24.18	23.6%	1.81	1.8%	70%	False	False	71,582

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	107.38
2.618	105.58
1.618	104.48
1.000	103.80
0.618	103.38
HIGH	102.70
0.618	102.28
0.500	102.15
0.382	102.02
LOW	101.60
0.618	100.92
1.000	100.50
1.618	99.82
2.618	98.72
4.250	96.93

Fisher Pivots for day following 26-Sep-2013
Pivot	1 day	3 day
R1	102.40	102.50
PP	102.27	102.48
S1	102.15	102.46

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