NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 102.60 103.40 0.80 0.8% 102.48
High 103.56 104.67 1.11 1.1% 104.67
Low 102.48 103.13 0.65 0.6% 100.50
Close 103.29 104.61 1.32 1.3% 104.61
Range 1.08 1.54 0.46 42.6% 4.17
ATR 1.49 1.50 0.00 0.2% 0.00
Volume 11,408 8,129 -3,279 -28.7% 43,091
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 108.76 108.22 105.46
R3 107.22 106.68 105.03
R2 105.68 105.68 104.89
R1 105.14 105.14 104.75 105.41
PP 104.14 104.14 104.14 104.27
S1 103.60 103.60 104.47 103.87
S2 102.60 102.60 104.33
S3 101.06 102.06 104.19
S4 99.52 100.52 103.76
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 115.77 114.36 106.90
R3 111.60 110.19 105.76
R2 107.43 107.43 105.37
R1 106.02 106.02 104.99 106.73
PP 103.26 103.26 103.26 103.61
S1 101.85 101.85 104.23 102.56
S2 99.09 99.09 103.85
S3 94.92 97.68 103.46
S4 90.75 93.51 102.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.67 100.50 4.17 4.0% 1.70 1.6% 99% True False 10,473
10 106.22 100.30 5.92 5.7% 1.81 1.7% 73% False False 10,914
20 106.22 98.25 7.97 7.6% 1.44 1.4% 80% False False 10,196
40 106.22 97.46 8.76 8.4% 1.32 1.3% 82% False False 9,525
60 106.22 90.05 16.17 15.5% 1.27 1.2% 90% False False 8,694
80 106.22 90.05 16.17 15.5% 1.26 1.2% 90% False False 7,162
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 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.22
2.618 108.70
1.618 107.16
1.000 106.21
0.618 105.62
HIGH 104.67
0.618 104.08
0.500 103.90
0.382 103.72
LOW 103.13
0.618 102.18
1.000 101.59
1.618 100.64
2.618 99.10
4.250 96.59
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 104.37 104.19
PP 104.14 103.78
S1 103.90 103.36

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

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