NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 25-Sep-2013
Day Change Summary
Previous Current
24-Sep-2013 25-Sep-2013 Change Change % Previous Week
Open 101.43 101.70 0.27 0.3% 103.90
High 101.87 102.41 0.54 0.5% 105.15
Low 100.61 100.74 0.13 0.1% 101.54
Close 101.51 101.18 -0.33 -0.3% 102.49
Range 1.26 1.67 0.41 32.5% 3.61
ATR 1.74 1.73 0.00 -0.3% 0.00
Volume 34,046 42,435 8,389 24.6% 135,331
Daily Pivots for day following 25-Sep-2013
Classic Woodie Camarilla DeMark
R4 106.45 105.49 102.10
R3 104.78 103.82 101.64
R2 103.11 103.11 101.49
R1 102.15 102.15 101.33 101.80
PP 101.44 101.44 101.44 101.27
S1 100.48 100.48 101.03 100.13
S2 99.77 99.77 100.87
S3 98.10 98.81 100.72
S4 96.43 97.14 100.26
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 113.89 111.80 104.48
R3 110.28 108.19 103.48
R2 106.67 106.67 103.15
R1 104.58 104.58 102.82 103.82
PP 103.06 103.06 103.06 102.68
S1 100.97 100.97 102.16 100.21
S2 99.45 99.45 101.83
S3 95.84 97.36 101.50
S4 92.23 93.75 100.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.15 100.61 4.54 4.5% 1.63 1.6% 13% False False 37,216
10 105.15 100.61 4.54 4.5% 1.73 1.7% 13% False False 30,542
20 107.94 100.61 7.33 7.2% 1.82 1.8% 8% False False 26,222
40 107.94 98.55 9.39 9.3% 1.66 1.6% 28% False False 23,437
60 107.94 94.43 13.51 13.4% 1.53 1.5% 50% False False 22,648
80 107.94 90.40 17.54 17.3% 1.50 1.5% 61% False False 19,365
100 107.94 90.35 17.59 17.4% 1.49 1.5% 62% False False 16,569
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.51
2.618 106.78
1.618 105.11
1.000 104.08
0.618 103.44
HIGH 102.41
0.618 101.77
0.500 101.58
0.382 101.38
LOW 100.74
0.618 99.71
1.000 99.07
1.618 98.04
2.618 96.37
4.250 93.64
Fisher Pivots for day following 25-Sep-2013
Pivot 1 day 3 day
R1 101.58 101.70
PP 101.44 101.53
S1 101.31 101.35

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

View Archives - Comment on this page... - Back to Index of Symbols