NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 104.20 103.15 -1.05 -1.0% 103.64
High 104.72 103.93 -0.79 -0.8% 106.38
Low 102.56 103.02 0.46 0.4% 101.00
Close 103.35 103.54 0.19 0.2% 106.24
Range 2.16 0.91 -1.25 -57.9% 5.38
ATR 1.77 1.71 -0.06 -3.5% 0.00
Volume 24,329 24,974 645 2.7% 72,769
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 106.23 105.79 104.04
R3 105.32 104.88 103.79
R2 104.41 104.41 103.71
R1 103.97 103.97 103.62 104.19
PP 103.50 103.50 103.50 103.61
S1 103.06 103.06 103.46 103.28
S2 102.59 102.59 103.37
S3 101.68 102.15 103.29
S4 100.77 101.24 103.04
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% 1.49 1.4% 26% False False 20,399
10 107.94 101.00 6.94 6.7% 1.92 1.9% 37% False False 21,902
20 107.94 101.00 6.94 6.7% 1.65 1.6% 37% False False 21,558
40 107.94 98.55 9.39 9.1% 1.56 1.5% 53% False False 19,595
60 107.94 90.40 17.54 16.9% 1.52 1.5% 75% False False 19,362
80 107.94 90.35 17.59 17.0% 1.48 1.4% 75% False False 16,153
100 107.94 87.41 20.53 19.8% 1.50 1.4% 79% False False 13,988
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 107.80
2.618 106.31
1.618 105.40
1.000 104.84
0.618 104.49
HIGH 103.93
0.618 103.58
0.500 103.48
0.382 103.37
LOW 103.02
0.618 102.46
1.000 102.11
1.618 101.55
2.618 100.64
4.250 99.15
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 103.52 104.30
PP 103.50 104.04
S1 103.48 103.79

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

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