NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 97.32 96.79 -0.53 -0.5% 98.30
High 98.16 97.60 -0.56 -0.6% 98.34
Low 97.13 96.19 -0.94 -1.0% 96.73
Close 97.43 97.27 -0.16 -0.2% 97.43
Range 1.03 1.41 0.38 36.9% 1.61
ATR 1.06 1.09 0.02 2.3% 0.00
Volume 2,548 3,758 1,210 47.5% 17,145
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 101.25 100.67 98.05
R3 99.84 99.26 97.66
R2 98.43 98.43 97.53
R1 97.85 97.85 97.40 98.14
PP 97.02 97.02 97.02 97.17
S1 96.44 96.44 97.14 96.73
S2 95.61 95.61 97.01
S3 94.20 95.03 96.88
S4 92.79 93.62 96.49
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 102.33 101.49 98.32
R3 100.72 99.88 97.87
R2 99.11 99.11 97.73
R1 98.27 98.27 97.58 97.89
PP 97.50 97.50 97.50 97.31
S1 96.66 96.66 97.28 96.28
S2 95.89 95.89 97.13
S3 94.28 95.05 96.99
S4 92.67 93.44 96.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.16 96.19 1.97 2.0% 1.02 1.0% 55% False True 3,520
10 99.89 96.19 3.70 3.8% 1.21 1.2% 29% False True 3,924
20 100.38 96.19 4.19 4.3% 0.96 1.0% 26% False True 3,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 103.59
2.618 101.29
1.618 99.88
1.000 99.01
0.618 98.47
HIGH 97.60
0.618 97.06
0.500 96.90
0.382 96.73
LOW 96.19
0.618 95.32
1.000 94.78
1.618 93.91
2.618 92.50
4.250 90.20
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 97.15 97.24
PP 97.02 97.21
S1 96.90 97.18

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

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