NYMEX Light Sweet Crude Oil Future February 2014

Trading Metrics calculated at close of trading on 13-Sep-2013

Day Change Summary
	Previous	Current
	12-Sep-2013	13-Sep-2013	Change	Change %	Previous Week
Open	102.32	103.20	0.88	0.9%	103.90
High	103.45	103.21	-0.24	-0.2%	104.39
Low	102.28	101.94	-0.34	-0.3%	101.15
Close	103.14	102.97	-0.17	-0.2%	102.97
Range	1.17	1.27	0.10	8.5%	3.24
ATR	1.53	1.51	-0.02	-1.2%	0.00
Volume	14,824	17,531	2,707	18.3%	77,293

Daily Pivots for day following 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.52	106.01	103.67
R3	105.25	104.74	103.32
R2	103.98	103.98	103.20
R1	103.47	103.47	103.09	103.09
PP	102.71	102.71	102.71	102.52
S1	102.20	102.20	102.85	101.82
S2	101.44	101.44	102.74
S3	100.17	100.93	102.62
S4	98.90	99.66	102.27

Weekly Pivots for week ending 13-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	112.56	111.00	104.75
R3	109.32	107.76	103.86
R2	106.08	106.08	103.56
R1	104.52	104.52	103.27	103.68
PP	102.84	102.84	102.84	102.42
S1	101.28	101.28	102.67	100.44
S2	99.60	99.60	102.38
S3	96.36	98.04	102.08
S4	93.12	94.80	101.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.39	101.15	3.24	3.1%	1.42	1.4%	56%	False	False	15,458
10	104.67	100.50	4.17	4.0%	1.56	1.5%	59%	False	False	12,966
20	106.22	100.00	6.22	6.0%	1.51	1.5%	48%	False	False	11,736
40	106.22	97.46	8.76	8.5%	1.37	1.3%	63%	False	False	10,191
60	106.22	90.05	16.17	15.7%	1.31	1.3%	80%	False	False	9,774
80	106.22	90.05	16.17	15.7%	1.29	1.3%	80%	False	False	8,015

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	108.61
2.618	106.53
1.618	105.26
1.000	104.48
0.618	103.99
HIGH	103.21
0.618	102.72
0.500	102.58
0.382	102.43
LOW	101.94
0.618	101.16
1.000	100.67
1.618	99.89
2.618	98.62
4.250	96.54

Fisher Pivots for day following 13-Sep-2013
Pivot	1 day	3 day
R1	102.84	102.79
PP	102.71	102.61
S1	102.58	102.43

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