NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 07-Oct-2013
Day Change Summary
Previous Current
04-Oct-2013 07-Oct-2013 Change Change % Previous Week
Open 101.08 101.47 0.39 0.4% 99.71
High 101.98 101.96 -0.02 0.0% 102.03
Low 101.05 100.22 -0.83 -0.8% 98.96
Close 101.85 101.56 -0.29 -0.3% 101.85
Range 0.93 1.74 0.81 87.1% 3.07
ATR 1.48 1.50 0.02 1.3% 0.00
Volume 26,399 15,498 -10,901 -41.3% 112,991
Daily Pivots for day following 07-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.47 105.75 102.52
R3 104.73 104.01 102.04
R2 102.99 102.99 101.88
R1 102.27 102.27 101.72 102.63
PP 101.25 101.25 101.25 101.43
S1 100.53 100.53 101.40 100.89
S2 99.51 99.51 101.24
S3 97.77 98.79 101.08
S4 96.03 97.05 100.60
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 99.06 2.97 2.9% 1.45 1.4% 84% False False 22,592
10 102.03 98.96 3.07 3.0% 1.36 1.3% 85% False False 19,803
20 103.73 98.96 4.77 4.7% 1.50 1.5% 55% False False 17,724
40 106.22 98.96 7.26 7.1% 1.47 1.4% 36% False False 13,972
60 106.22 97.46 8.76 8.6% 1.39 1.4% 47% False False 12,188
80 106.22 90.05 16.17 15.9% 1.33 1.3% 71% False False 11,063
100 106.22 90.05 16.17 15.9% 1.32 1.3% 71% False False 9,368
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 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109.36
2.618 106.52
1.618 104.78
1.000 103.70
0.618 103.04
HIGH 101.96
0.618 101.30
0.500 101.09
0.382 100.88
LOW 100.22
0.618 99.14
1.000 98.48
1.618 97.40
2.618 95.66
4.250 92.83
Fisher Pivots for day following 07-Oct-2013
Pivot 1 day 3 day
R1 101.40 101.42
PP 101.25 101.27
S1 101.09 101.13

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

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