NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 02-Oct-2013
Day Change Summary
Previous Current
01-Oct-2013 02-Oct-2013 Change Change % Previous Week
Open 96.05 95.98 -0.07 -0.1% 97.51
High 96.59 97.78 1.19 1.2% 97.55
Low 95.45 95.97 0.52 0.5% 95.88
Close 96.38 97.69 1.31 1.4% 96.56
Range 1.14 1.81 0.67 58.8% 1.67
ATR 1.32 1.35 0.04 2.7% 0.00
Volume 15,224 18,372 3,148 20.7% 102,536
Daily Pivots for day following 02-Oct-2013
Classic Woodie Camarilla DeMark
R4 102.58 101.94 98.69
R3 100.77 100.13 98.19
R2 98.96 98.96 98.02
R1 98.32 98.32 97.86 98.64
PP 97.15 97.15 97.15 97.31
S1 96.51 96.51 97.52 96.83
S2 95.34 95.34 97.36
S3 93.53 94.70 97.19
S4 91.72 92.89 96.69
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 101.67 100.79 97.48
R3 100.00 99.12 97.02
R2 98.33 98.33 96.87
R1 97.45 97.45 96.71 97.06
PP 96.66 96.66 96.66 96.47
S1 95.78 95.78 96.41 95.39
S2 94.99 94.99 96.25
S3 93.32 94.11 96.10
S4 91.65 92.44 95.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.78 95.31 2.47 2.5% 1.30 1.3% 96% True False 18,238
10 99.22 95.31 3.91 4.0% 1.31 1.3% 61% False False 21,480
20 99.49 95.31 4.18 4.3% 1.34 1.4% 57% False False 20,301
40 100.65 93.99 6.66 6.8% 1.28 1.3% 56% False False 19,899
60 100.65 93.97 6.68 6.8% 1.21 1.2% 56% False False 20,520
80 100.65 88.11 12.54 12.8% 1.24 1.3% 76% False False 20,561
100 100.65 88.11 12.54 12.8% 1.26 1.3% 76% False False 19,570
120 100.65 84.84 15.81 16.2% 1.31 1.3% 81% False False 18,088
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 0.35
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 105.47
2.618 102.52
1.618 100.71
1.000 99.59
0.618 98.90
HIGH 97.78
0.618 97.09
0.500 96.88
0.382 96.66
LOW 95.97
0.618 94.85
1.000 94.16
1.618 93.04
2.618 91.23
4.250 88.28
Fisher Pivots for day following 02-Oct-2013
Pivot 1 day 3 day
R1 97.42 97.31
PP 97.15 96.93
S1 96.88 96.55

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

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