NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 25-Sep-2013
Day Change Summary
Previous Current
24-Sep-2013 25-Sep-2013 Change Change % Previous Week
Open 100.45 100.56 0.11 0.1% 102.00
High 100.76 101.25 0.49 0.5% 103.73
Low 99.53 99.76 0.23 0.2% 100.26
Close 100.41 100.13 -0.28 -0.3% 101.33
Range 1.23 1.49 0.26 21.1% 3.47
ATR 1.60 1.59 -0.01 -0.5% 0.00
Volume 15,937 18,993 3,056 19.2% 71,576
Daily Pivots for day following 25-Sep-2013
Classic Woodie Camarilla DeMark
R4 104.85 103.98 100.95
R3 103.36 102.49 100.54
R2 101.87 101.87 100.40
R1 101.00 101.00 100.27 100.69
PP 100.38 100.38 100.38 100.23
S1 99.51 99.51 99.99 99.20
S2 98.89 98.89 99.86
S3 97.40 98.02 99.72
S4 95.91 96.53 99.31
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 112.18 110.23 103.24
R3 108.71 106.76 102.28
R2 105.24 105.24 101.97
R1 103.29 103.29 101.65 102.53
PP 101.77 101.77 101.77 101.40
S1 99.82 99.82 101.01 99.06
S2 98.30 98.30 100.69
S3 94.83 96.35 100.38
S4 91.36 92.88 99.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.73 99.53 4.20 4.2% 1.50 1.5% 14% False False 16,253
10 103.73 99.53 4.20 4.2% 1.59 1.6% 14% False False 15,784
20 106.22 99.53 6.69 6.7% 1.68 1.7% 9% False False 14,146
40 106.22 97.46 8.76 8.7% 1.49 1.5% 30% False False 11,699
60 106.22 93.89 12.33 12.3% 1.33 1.3% 51% False False 11,235
80 106.22 90.05 16.17 16.1% 1.31 1.3% 62% False False 9,377
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.58
2.618 105.15
1.618 103.66
1.000 102.74
0.618 102.17
HIGH 101.25
0.618 100.68
0.500 100.51
0.382 100.33
LOW 99.76
0.618 98.84
1.000 98.27
1.618 97.35
2.618 95.86
4.250 93.43
Fisher Pivots for day following 25-Sep-2013
Pivot 1 day 3 day
R1 100.51 100.55
PP 100.38 100.41
S1 100.26 100.27

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

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