NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 101.55 101.10 -0.45 -0.4% 102.52
High 102.30 101.56 -0.74 -0.7% 102.79
Low 101.04 99.90 -1.14 -1.1% 100.61
Close 101.50 101.15 -0.35 -0.3% 101.50
Range 1.26 1.66 0.40 31.7% 2.18
ATR 1.65 1.65 0.00 0.0% 0.00
Volume 23,538 32,908 9,370 39.8% 188,956
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 105.85 105.16 102.06
R3 104.19 103.50 101.61
R2 102.53 102.53 101.45
R1 101.84 101.84 101.30 102.19
PP 100.87 100.87 100.87 101.04
S1 100.18 100.18 101.00 100.53
S2 99.21 99.21 100.85
S3 97.55 98.52 100.69
S4 95.89 96.86 100.24
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 108.17 107.02 102.70
R3 105.99 104.84 102.10
R2 103.81 103.81 101.90
R1 102.66 102.66 101.70 102.15
PP 101.63 101.63 101.63 101.38
S1 100.48 100.48 101.30 99.97
S2 99.45 99.45 101.10
S3 97.27 98.30 100.90
S4 95.09 96.12 100.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.41 99.90 2.51 2.5% 1.38 1.4% 50% False True 35,576
10 105.15 99.90 5.25 5.2% 1.69 1.7% 24% False True 33,873
20 106.38 99.90 6.48 6.4% 1.70 1.7% 19% False True 27,437
40 107.94 98.55 9.39 9.3% 1.63 1.6% 28% False False 24,386
60 107.94 97.17 10.77 10.6% 1.52 1.5% 37% False False 22,883
80 107.94 90.40 17.54 17.3% 1.51 1.5% 61% False False 20,373
100 107.94 90.35 17.59 17.4% 1.50 1.5% 61% False False 17,390
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 0.41
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.62
2.618 105.91
1.618 104.25
1.000 103.22
0.618 102.59
HIGH 101.56
0.618 100.93
0.500 100.73
0.382 100.53
LOW 99.90
0.618 98.87
1.000 98.24
1.618 97.21
2.618 95.55
4.250 92.85
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 101.01 101.13
PP 100.87 101.12
S1 100.73 101.10

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

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