NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 96.97 96.46 -0.51 -0.5% 97.72
High 97.29 96.80 -0.49 -0.5% 98.04
Low 96.65 96.44 -0.21 -0.2% 95.97
Close 97.25 96.59 -0.66 -0.7% 97.25
Range 0.64 0.36 -0.28 -43.8% 2.07
ATR 0.88 0.87 0.00 -0.6% 0.00
Volume 1,218 781 -437 -35.9% 6,812
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 97.69 97.50 96.79
R3 97.33 97.14 96.69
R2 96.97 96.97 96.66
R1 96.78 96.78 96.62 96.88
PP 96.61 96.61 96.61 96.66
S1 96.42 96.42 96.56 96.52
S2 96.25 96.25 96.52
S3 95.89 96.06 96.49
S4 95.53 95.70 96.39
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 103.30 102.34 98.39
R3 101.23 100.27 97.82
R2 99.16 99.16 97.63
R1 98.20 98.20 97.44 97.65
PP 97.09 97.09 97.09 96.81
S1 96.13 96.13 97.06 95.58
S2 95.02 95.02 96.87
S3 92.95 94.06 96.68
S4 90.88 91.99 96.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.49 95.97 1.52 1.6% 0.51 0.5% 41% False False 1,210
10 98.28 95.86 2.42 2.5% 0.65 0.7% 30% False False 1,933
20 99.49 95.55 3.94 4.1% 0.68 0.7% 26% False False 1,979
40 99.49 93.82 5.67 5.9% 0.66 0.7% 49% False False 2,004
60 99.49 88.01 11.48 11.9% 0.58 0.6% 75% False False 2,356
80 99.49 88.01 11.48 11.9% 0.52 0.5% 75% False False 2,621
100 99.49 87.56 11.93 12.4% 0.48 0.5% 76% False False 2,269
120 99.49 84.98 14.51 15.0% 0.40 0.4% 80% False False 1,987
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.33
2.618 97.74
1.618 97.38
1.000 97.16
0.618 97.02
HIGH 96.80
0.618 96.66
0.500 96.62
0.382 96.58
LOW 96.44
0.618 96.22
1.000 96.08
1.618 95.86
2.618 95.50
4.250 94.91
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 96.62 96.97
PP 96.61 96.84
S1 96.60 96.72

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

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