NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 08-Oct-2013
Day Change Summary
Previous Current
07-Oct-2013 08-Oct-2013 Change Change % Previous Week
Open 103.15 102.93 -0.22 -0.2% 102.05
High 103.46 103.88 0.42 0.4% 103.96
Low 101.63 102.65 1.02 1.0% 100.64
Close 102.83 103.31 0.48 0.5% 103.53
Range 1.83 1.23 -0.60 -32.8% 3.32
ATR 1.77 1.73 -0.04 -2.2% 0.00
Volume 79,994 167,860 87,866 109.8% 615,008
Daily Pivots for day following 08-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.97 106.37 103.99
R3 105.74 105.14 103.65
R2 104.51 104.51 103.54
R1 103.91 103.91 103.42 104.21
PP 103.28 103.28 103.28 103.43
S1 102.68 102.68 103.20 102.98
S2 102.05 102.05 103.08
S3 100.82 101.45 102.97
S4 99.59 100.22 102.63
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 112.67 111.42 105.36
R3 109.35 108.10 104.44
R2 106.03 106.03 104.14
R1 104.78 104.78 103.83 105.41
PP 102.71 102.71 102.71 103.02
S1 101.46 101.46 103.23 102.09
S2 99.39 99.39 102.92
S3 96.07 98.14 102.62
S4 92.75 94.82 101.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.96 101.08 2.88 2.8% 1.68 1.6% 77% False False 132,650
10 103.96 100.64 3.32 3.2% 1.57 1.5% 80% False False 119,677
20 106.68 100.64 6.04 5.8% 1.68 1.6% 44% False False 105,655
40 109.70 100.64 9.06 8.8% 1.77 1.7% 29% False False 89,709
60 109.70 99.65 10.05 9.7% 1.73 1.7% 36% False False 81,307
80 109.70 91.05 18.65 18.1% 1.73 1.7% 66% False False 83,865
100 109.70 90.69 19.01 18.4% 1.74 1.7% 66% False False 79,153
120 109.70 87.12 22.58 21.9% 1.77 1.7% 72% False False 75,575
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 True
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 109.11
2.618 107.10
1.618 105.87
1.000 105.11
0.618 104.64
HIGH 103.88
0.618 103.41
0.500 103.27
0.382 103.12
LOW 102.65
0.618 101.89
1.000 101.42
1.618 100.66
2.618 99.43
4.250 97.42
Fisher Pivots for day following 08-Oct-2013
Pivot 1 day 3 day
R1 103.30 103.13
PP 103.28 102.94
S1 103.27 102.76

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

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