NYMEX Light Sweet Crude Oil Future January 2014

Trading Metrics calculated at close of trading on 08-Oct-2013

Day Change Summary
	Previous	Current
	07-Oct-2013	08-Oct-2013	Change	Change %	Previous Week
Open	102.48	102.45	-0.03	0.0%	101.10
High	102.82	103.34	0.52	0.5%	103.10
Low	101.05	102.17	1.12	1.1%	99.90
Close	102.33	102.80	0.47	0.5%	102.82
Range	1.77	1.17	-0.60	-33.9%	3.20
ATR	1.63	1.60	-0.03	-2.0%	0.00
Volume	33,431	75,141	41,710	124.8%	238,936

Daily Pivots for day following 08-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.28	105.71	103.44
R3	105.11	104.54	103.12
R2	103.94	103.94	103.01
R1	103.37	103.37	102.91	103.66
PP	102.77	102.77	102.77	102.91
S1	102.20	102.20	102.69	102.49
S2	101.60	101.60	102.59
S3	100.43	101.03	102.48
S4	99.26	99.86	102.16

Weekly Pivots for week ending 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	111.54	110.38	104.58
R3	108.34	107.18	103.70
R2	105.14	105.14	103.41
R1	103.98	103.98	103.11	104.56
PP	101.94	101.94	101.94	102.23
S1	100.78	100.78	102.53	101.36
S2	98.74	98.74	102.23
S3	95.54	97.58	101.94
S4	92.34	94.38	101.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.34	100.37	2.97	2.9%	1.56	1.5%	82%	True	False	56,980
10	103.34	99.90	3.44	3.3%	1.47	1.4%	84%	True	False	45,843
20	105.15	99.90	5.25	5.1%	1.56	1.5%	55%	False	False	37,320
40	107.94	99.90	8.04	7.8%	1.61	1.6%	36%	False	False	29,303
60	107.94	98.55	9.39	9.1%	1.56	1.5%	45%	False	False	25,261
80	107.94	90.40	17.54	17.1%	1.53	1.5%	71%	False	False	23,664
100	107.94	90.35	17.59	17.1%	1.50	1.5%	71%	False	False	20,174
120	107.94	87.01	20.93	20.4%	1.51	1.5%	75%	False	False	17,706

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.31
2.618	106.40
1.618	105.23
1.000	104.51
0.618	104.06
HIGH	103.34
0.618	102.89
0.500	102.76
0.382	102.62
LOW	102.17
0.618	101.45
1.000	101.00
1.618	100.28
2.618	99.11
4.250	97.20

Fisher Pivots for day following 08-Oct-2013
Pivot	1 day	3 day
R1	102.79	102.60
PP	102.77	102.40
S1	102.76	102.20

Download as Excel Spreadsheet

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

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