NYMEX Light Sweet Crude Oil Future November 2013


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 102.91 102.46 -0.45 -0.4% 104.89
High 103.77 102.76 -1.01 -1.0% 105.12
Low 102.36 101.05 -1.31 -1.3% 102.20
Close 102.87 102.33 -0.54 -0.5% 102.87
Range 1.41 1.71 0.30 21.3% 2.92
ATR 1.89 1.88 0.00 -0.2% 0.00
Volume 232,299 226,707 -5,592 -2.4% 1,135,207
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 107.18 106.46 103.27
R3 105.47 104.75 102.80
R2 103.76 103.76 102.64
R1 103.04 103.04 102.49 102.55
PP 102.05 102.05 102.05 101.80
S1 101.33 101.33 102.17 100.84
S2 100.34 100.34 102.02
S3 98.63 99.62 101.86
S4 96.92 97.91 101.39
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 112.16 110.43 104.48
R3 109.24 107.51 103.67
R2 106.32 106.32 103.41
R1 104.59 104.59 103.14 104.00
PP 103.40 103.40 103.40 103.10
S1 101.67 101.67 102.60 101.08
S2 100.48 100.48 102.33
S3 97.56 98.75 102.07
S4 94.64 95.83 101.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.96 101.05 2.91 2.8% 1.46 1.4% 44% False True 227,704
10 108.15 101.05 7.10 6.9% 1.82 1.8% 18% False True 234,276
20 109.68 101.05 8.63 8.4% 1.93 1.9% 15% False True 166,797
40 111.34 100.80 10.54 10.3% 1.89 1.8% 15% False False 114,137
60 111.34 99.73 11.61 11.3% 1.81 1.8% 22% False False 89,339
80 111.34 91.95 19.39 18.9% 1.79 1.7% 54% False False 74,487
100 111.34 91.22 20.12 19.7% 1.77 1.7% 55% False False 62,265
120 111.34 85.96 25.38 24.8% 1.79 1.7% 64% False False 53,430
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 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.03
2.618 107.24
1.618 105.53
1.000 104.47
0.618 103.82
HIGH 102.76
0.618 102.11
0.500 101.91
0.382 101.70
LOW 101.05
0.618 99.99
1.000 99.34
1.618 98.28
2.618 96.57
4.250 93.78
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 102.19 102.41
PP 102.05 102.38
S1 101.91 102.36

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.