NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 105.67 104.20 -1.47 -1.4% 103.64
High 106.03 104.72 -1.31 -1.2% 106.38
Low 104.47 102.56 -1.91 -1.8% 101.00
Close 105.15 103.35 -1.80 -1.7% 106.24
Range 1.56 2.16 0.60 38.5% 5.38
ATR 1.71 1.77 0.06 3.7% 0.00
Volume 19,853 24,329 4,476 22.5% 72,769
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 110.02 108.85 104.54
R3 107.86 106.69 103.94
R2 105.70 105.70 103.75
R1 104.53 104.53 103.55 104.04
PP 103.54 103.54 103.54 103.30
S1 102.37 102.37 103.15 101.88
S2 101.38 101.38 102.95
S3 99.22 100.21 102.76
S4 97.06 98.05 102.16
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 120.68 118.84 109.20
R3 115.30 113.46 107.72
R2 109.92 109.92 107.23
R1 108.08 108.08 106.73 109.00
PP 104.54 104.54 104.54 105.00
S1 102.70 102.70 105.75 103.62
S2 99.16 99.16 105.25
S3 93.78 97.32 104.76
S4 88.40 91.94 103.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.38 102.56 3.82 3.7% 1.56 1.5% 21% False True 19,739
10 107.94 101.00 6.94 6.7% 2.12 2.0% 34% False False 20,501
20 107.94 101.00 6.94 6.7% 1.66 1.6% 34% False False 21,287
40 107.94 98.55 9.39 9.1% 1.56 1.5% 51% False False 19,232
60 107.94 90.40 17.54 17.0% 1.52 1.5% 74% False False 19,113
80 107.94 90.35 17.59 17.0% 1.49 1.4% 74% False False 15,888
100 107.94 87.01 20.93 20.3% 1.49 1.4% 78% False False 13,784
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 113.90
2.618 110.37
1.618 108.21
1.000 106.88
0.618 106.05
HIGH 104.72
0.618 103.89
0.500 103.64
0.382 103.39
LOW 102.56
0.618 101.23
1.000 100.40
1.618 99.07
2.618 96.91
4.250 93.38
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 103.64 104.47
PP 103.54 104.10
S1 103.45 103.72

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

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