NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 01-Oct-2013
Day Change Summary
Previous Current
30-Sep-2013 01-Oct-2013 Change Change % Previous Week
Open 101.10 101.11 0.01 0.0% 102.52
High 101.56 101.31 -0.25 -0.2% 102.79
Low 99.90 100.02 0.12 0.1% 100.61
Close 101.15 100.97 -0.18 -0.2% 101.50
Range 1.66 1.29 -0.37 -22.3% 2.18
ATR 1.65 1.63 -0.03 -1.6% 0.00
Volume 32,908 29,700 -3,208 -9.7% 188,956
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 104.64 104.09 101.68
R3 103.35 102.80 101.32
R2 102.06 102.06 101.21
R1 101.51 101.51 101.09 101.14
PP 100.77 100.77 100.77 100.58
S1 100.22 100.22 100.85 99.85
S2 99.48 99.48 100.73
S3 98.19 98.93 100.62
S4 96.90 97.64 100.26
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% 1.39 1.4% 43% False False 34,707
10 105.15 99.90 5.25 5.2% 1.65 1.6% 20% False False 34,227
20 106.38 99.90 6.48 6.4% 1.56 1.5% 17% False False 28,009
40 107.94 98.55 9.39 9.3% 1.62 1.6% 26% False False 24,693
60 107.94 97.47 10.47 10.4% 1.53 1.5% 33% False False 23,076
80 107.94 90.40 17.54 17.4% 1.50 1.5% 60% False False 20,629
100 107.94 90.35 17.59 17.4% 1.50 1.5% 60% False False 17,610
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.79
2.618 104.69
1.618 103.40
1.000 102.60
0.618 102.11
HIGH 101.31
0.618 100.82
0.500 100.67
0.382 100.51
LOW 100.02
0.618 99.22
1.000 98.73
1.618 97.93
2.618 96.64
4.250 94.54
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 100.87 101.10
PP 100.77 101.06
S1 100.67 101.01

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

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