NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 97.34 97.51 0.17 0.2% 97.32
High 98.00 97.55 -0.45 -0.5% 99.22
Low 97.02 96.26 -0.76 -0.8% 96.08
Close 97.35 96.77 -0.58 -0.6% 97.35
Range 0.98 1.29 0.31 31.6% 3.14
ATR 1.41 1.40 -0.01 -0.6% 0.00
Volume 22,430 21,155 -1,275 -5.7% 111,025
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 100.73 100.04 97.48
R3 99.44 98.75 97.12
R2 98.15 98.15 97.01
R1 97.46 97.46 96.89 97.16
PP 96.86 96.86 96.86 96.71
S1 96.17 96.17 96.65 95.87
S2 95.57 95.57 96.53
S3 94.28 94.88 96.42
S4 92.99 93.59 96.06
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 106.97 105.30 99.08
R3 103.83 102.16 98.21
R2 100.69 100.69 97.93
R1 99.02 99.02 97.64 99.86
PP 97.55 97.55 97.55 97.97
S1 95.88 95.88 97.06 96.72
S2 94.41 94.41 96.77
S3 91.27 92.74 96.49
S4 88.13 89.60 95.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.22 96.08 3.14 3.2% 1.68 1.7% 22% False False 24,050
10 99.22 96.08 3.14 3.2% 1.49 1.5% 22% False False 21,022
20 100.65 96.08 4.57 4.7% 1.47 1.5% 15% False False 21,653
40 100.65 93.99 6.66 6.9% 1.27 1.3% 42% False False 18,977
60 100.65 90.53 10.12 10.5% 1.18 1.2% 62% False False 21,230
80 100.65 88.11 12.54 13.0% 1.23 1.3% 69% False False 20,811
100 100.65 87.65 13.00 13.4% 1.28 1.3% 70% False False 19,012
120 100.65 84.84 15.81 16.3% 1.30 1.3% 75% False False 17,488
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 2 trading days
Fibonacci Retracements and Extensions
4.250 103.03
2.618 100.93
1.618 99.64
1.000 98.84
0.618 98.35
HIGH 97.55
0.618 97.06
0.500 96.91
0.382 96.75
LOW 96.26
0.618 95.46
1.000 94.97
1.618 94.17
2.618 92.88
4.250 90.78
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 96.91 97.74
PP 96.86 97.42
S1 96.82 97.09

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

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