NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 101.75 102.32 0.57 0.6% 102.48
High 102.56 103.45 0.89 0.9% 104.67
Low 101.40 102.28 0.88 0.9% 100.50
Close 102.19 103.14 0.95 0.9% 104.61
Range 1.16 1.17 0.01 0.9% 4.17
ATR 1.55 1.53 -0.02 -1.3% 0.00
Volume 17,381 14,824 -2,557 -14.7% 43,091
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 106.47 105.97 103.78
R3 105.30 104.80 103.46
R2 104.13 104.13 103.35
R1 103.63 103.63 103.25 103.88
PP 102.96 102.96 102.96 103.08
S1 102.46 102.46 103.03 102.71
S2 101.79 101.79 102.93
S3 100.62 101.29 102.82
S4 99.45 100.12 102.50
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
5 104.67 101.15 3.52 3.4% 1.48 1.4% 57% False False 13,578
10 104.67 100.50 4.17 4.0% 1.64 1.6% 63% False False 12,392
20 106.22 100.00 6.22 6.0% 1.49 1.4% 50% False False 11,328
40 106.22 97.46 8.76 8.5% 1.37 1.3% 65% False False 9,990
60 106.22 90.05 16.17 15.7% 1.30 1.3% 81% False False 9,504
80 106.22 90.05 16.17 15.7% 1.29 1.2% 81% False False 7,817
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
4.250 108.42
2.618 106.51
1.618 105.34
1.000 104.62
0.618 104.17
HIGH 103.45
0.618 103.00
0.500 102.87
0.382 102.73
LOW 102.28
0.618 101.56
1.000 101.11
1.618 100.39
2.618 99.22
4.250 97.31
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 103.05 102.86
PP 102.96 102.58
S1 102.87 102.30

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

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