NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 04-Oct-2013
Day Change Summary
Previous Current
03-Oct-2013 04-Oct-2013 Change Change % Previous Week
Open 101.25 101.08 -0.17 -0.2% 99.71
High 102.03 101.98 -0.05 0.0% 102.03
Low 100.89 101.05 0.16 0.2% 98.96
Close 101.25 101.85 0.60 0.6% 101.85
Range 1.14 0.93 -0.21 -18.4% 3.07
ATR 1.52 1.48 -0.04 -2.8% 0.00
Volume 37,937 26,399 -11,538 -30.4% 112,991
Daily Pivots for day following 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 104.42 104.06 102.36
R3 103.49 103.13 102.11
R2 102.56 102.56 102.02
R1 102.20 102.20 101.94 102.38
PP 101.63 101.63 101.63 101.72
S1 101.27 101.27 101.76 101.45
S2 100.70 100.70 101.68
S3 99.77 100.34 101.59
S4 98.84 99.41 101.34
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 110.16 109.07 103.54
R3 107.09 106.00 102.69
R2 104.02 104.02 102.41
R1 102.93 102.93 102.13 103.48
PP 100.95 100.95 100.95 101.22
S1 99.86 99.86 101.57 100.41
S2 97.88 97.88 101.29
S3 94.81 96.79 101.01
S4 91.74 93.72 100.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.03 98.96 3.07 3.0% 1.41 1.4% 94% False False 22,598
10 102.03 98.96 3.07 3.0% 1.34 1.3% 94% False False 20,152
20 104.39 98.96 5.43 5.3% 1.49 1.5% 53% False False 17,519
40 106.22 98.25 7.97 7.8% 1.46 1.4% 45% False False 13,858
60 106.22 97.46 8.76 8.6% 1.38 1.4% 50% False False 12,189
80 106.22 90.05 16.17 15.9% 1.32 1.3% 73% False False 10,900
100 106.22 90.05 16.17 15.9% 1.31 1.3% 73% False False 9,233
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 105.93
2.618 104.41
1.618 103.48
1.000 102.91
0.618 102.55
HIGH 101.98
0.618 101.62
0.500 101.52
0.382 101.41
LOW 101.05
0.618 100.48
1.000 100.12
1.618 99.55
2.618 98.62
4.250 97.10
Fisher Pivots for day following 04-Oct-2013
Pivot 1 day 3 day
R1 101.74 101.49
PP 101.63 101.13
S1 101.52 100.77

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

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