NYMEX Light Sweet Crude Oil Future February 2014

Trading Metrics calculated at close of trading on 27-Sep-2013

Day Change Summary
	Previous	Current
	26-Sep-2013	27-Sep-2013	Change	Change %	Previous Week
Open	99.87	100.22	0.35	0.4%	101.18
High	100.78	101.22	0.44	0.4%	101.57
Low	99.87	100.09	0.22	0.2%	99.53
Close	100.75	100.46	-0.29	-0.3%	100.46
Range	0.91	1.13	0.22	24.2%	2.04
ATR	1.54	1.51	-0.03	-1.9%	0.00
Volume	22,143	12,474	-9,669	-43.7%	88,530

Daily Pivots for day following 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	103.98	103.35	101.08
R3	102.85	102.22	100.77
R2	101.72	101.72	100.67
R1	101.09	101.09	100.56	101.41
PP	100.59	100.59	100.59	100.75
S1	99.96	99.96	100.36	100.28
S2	99.46	99.46	100.25
S3	98.33	98.83	100.15
S4	97.20	97.70	99.84

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.64	105.59	101.58
R3	104.60	103.55	101.02
R2	102.56	102.56	100.83
R1	101.51	101.51	100.65	101.02
PP	100.52	100.52	100.52	100.27
S1	99.47	99.47	100.27	98.98
S2	98.48	98.48	100.09
S3	96.44	97.43	99.90
S4	94.40	95.39	99.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.57	99.53	2.04	2.0%	1.26	1.3%	46%	False	False	17,706
10	103.73	99.53	4.20	4.2%	1.55	1.5%	22%	False	False	16,010
20	104.67	99.53	5.14	5.1%	1.56	1.6%	18%	False	False	14,488
40	106.22	97.46	8.76	8.7%	1.46	1.5%	34%	False	False	12,019
60	106.22	95.29	10.93	10.9%	1.34	1.3%	47%	False	False	11,503
80	106.22	90.05	16.17	16.1%	1.31	1.3%	64%	False	False	9,737

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.02
2.618	104.18
1.618	103.05
1.000	102.35
0.618	101.92
HIGH	101.22
0.618	100.79
0.500	100.66
0.382	100.52
LOW	100.09
0.618	99.39
1.000	98.96
1.618	98.26
2.618	97.13
4.250	95.29

Fisher Pivots for day following 27-Sep-2013
Pivot	1 day	3 day
R1	100.66	100.51
PP	100.59	100.49
S1	100.53	100.48

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