NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 103.90 102.98 -0.92 -0.9% 105.67
High 104.14 103.21 -0.93 -0.9% 106.03
Low 102.64 101.54 -1.10 -1.1% 102.56
Close 103.35 101.99 -1.36 -1.3% 104.37
Range 1.50 1.67 0.17 11.3% 3.47
ATR 1.68 1.69 0.01 0.6% 0.00
Volume 18,458 26,165 7,707 41.8% 118,788
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 107.26 106.29 102.91
R3 105.59 104.62 102.45
R2 103.92 103.92 102.30
R1 102.95 102.95 102.14 102.60
PP 102.25 102.25 102.25 102.07
S1 101.28 101.28 101.84 100.93
S2 100.58 100.58 101.68
S3 98.91 99.61 101.53
S4 97.24 97.94 101.07
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 114.73 113.02 106.28
R3 111.26 109.55 105.32
R2 107.79 107.79 105.01
R1 106.08 106.08 104.69 105.20
PP 104.32 104.32 104.32 103.88
S1 102.61 102.61 104.05 101.73
S2 100.85 100.85 103.73
S3 97.38 99.14 103.42
S4 93.91 95.67 102.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.97 101.54 3.43 3.4% 1.40 1.4% 13% False True 23,845
10 106.38 101.54 4.84 4.7% 1.48 1.4% 9% False True 21,792
20 107.94 101.00 6.94 6.8% 1.76 1.7% 14% False False 22,243
40 107.94 98.55 9.39 9.2% 1.57 1.5% 37% False False 20,347
60 107.94 90.40 17.54 17.2% 1.50 1.5% 66% False False 20,343
80 107.94 90.35 17.59 17.2% 1.49 1.5% 66% False False 17,096
100 107.94 88.45 19.49 19.1% 1.50 1.5% 69% False False 14,825
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 0.20
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110.31
2.618 107.58
1.618 105.91
1.000 104.88
0.618 104.24
HIGH 103.21
0.618 102.57
0.500 102.38
0.382 102.18
LOW 101.54
0.618 100.51
1.000 99.87
1.618 98.84
2.618 97.17
4.250 94.44
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 102.38 103.10
PP 102.25 102.73
S1 102.12 102.36

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

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