NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 97.32 97.34 0.02 0.0% 98.77
High 98.09 97.52 -0.57 -0.6% 99.14
Low 96.79 96.10 -0.69 -0.7% 96.70
Close 97.54 96.56 -0.98 -1.0% 98.25
Range 1.30 1.42 0.12 9.2% 2.44
ATR 1.29 1.30 0.01 0.8% 0.00
Volume 11,926 19,155 7,229 60.6% 102,510
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 100.99 100.19 97.34
R3 99.57 98.77 96.95
R2 98.15 98.15 96.82
R1 97.35 97.35 96.69 97.04
PP 96.73 96.73 96.73 96.57
S1 95.93 95.93 96.43 95.62
S2 95.31 95.31 96.30
S3 93.89 94.51 96.17
S4 92.47 93.09 95.78
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 105.35 104.24 99.59
R3 102.91 101.80 98.92
R2 100.47 100.47 98.70
R1 99.36 99.36 98.47 98.70
PP 98.03 98.03 98.03 97.70
S1 96.92 96.92 98.03 96.26
S2 95.59 95.59 97.80
S3 93.15 94.48 97.58
S4 90.71 92.04 96.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.58 96.10 2.48 2.6% 1.19 1.2% 19% False True 17,606
10 99.49 96.10 3.39 3.5% 1.19 1.2% 14% False True 18,769
20 100.65 96.10 4.55 4.7% 1.32 1.4% 10% False True 20,792
40 100.65 93.99 6.66 6.9% 1.21 1.2% 39% False False 18,406
60 100.65 88.11 12.54 13.0% 1.16 1.2% 67% False False 20,883
80 100.65 88.11 12.54 13.0% 1.22 1.3% 67% False False 20,037
100 100.65 86.89 13.76 14.3% 1.28 1.3% 70% False False 18,428
120 100.65 84.84 15.81 16.4% 1.28 1.3% 74% False False 16,931
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 103.56
2.618 101.24
1.618 99.82
1.000 98.94
0.618 98.40
HIGH 97.52
0.618 96.98
0.500 96.81
0.382 96.64
LOW 96.10
0.618 95.22
1.000 94.68
1.618 93.80
2.618 92.38
4.250 90.07
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 96.81 97.23
PP 96.73 97.00
S1 96.64 96.78

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

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