NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 106.00 104.49 -1.51 -1.4% 105.59
High 106.68 104.85 -1.83 -1.7% 106.68
Low 104.25 103.43 -0.82 -0.8% 103.02
Close 104.52 103.71 -0.81 -0.8% 103.71
Range 2.43 1.42 -1.01 -41.6% 3.66
ATR 1.99 1.95 -0.04 -2.1% 0.00
Volume 115,558 100,741 -14,817 -12.8% 465,818
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 108.26 107.40 104.49
R3 106.84 105.98 104.10
R2 105.42 105.42 103.97
R1 104.56 104.56 103.84 104.28
PP 104.00 104.00 104.00 103.86
S1 103.14 103.14 103.58 102.86
S2 102.58 102.58 103.45
S3 101.16 101.72 103.32
S4 99.74 100.30 102.93
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 115.45 113.24 105.72
R3 111.79 109.58 104.72
R2 108.13 108.13 104.38
R1 105.92 105.92 104.05 105.20
PP 104.47 104.47 104.47 104.11
S1 102.26 102.26 103.37 101.54
S2 100.81 100.81 103.04
S3 97.15 98.60 102.70
S4 93.49 94.94 101.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.68 103.02 3.66 3.5% 2.05 2.0% 19% False False 93,163
10 107.79 103.02 4.77 4.6% 1.88 1.8% 14% False False 86,258
20 109.70 102.22 7.48 7.2% 2.07 2.0% 20% False False 80,100
40 109.70 99.65 10.05 9.7% 1.81 1.7% 40% False False 72,904
60 109.70 93.38 16.32 15.7% 1.74 1.7% 63% False False 77,700
80 109.70 90.69 19.01 18.3% 1.76 1.7% 68% False False 76,028
100 109.70 88.78 20.92 20.2% 1.79 1.7% 71% False False 72,281
120 109.70 85.52 24.18 23.3% 1.82 1.8% 75% False False 69,629
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.33
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 110.89
2.618 108.57
1.618 107.15
1.000 106.27
0.618 105.73
HIGH 104.85
0.618 104.31
0.500 104.14
0.382 103.97
LOW 103.43
0.618 102.55
1.000 102.01
1.618 101.13
2.618 99.71
4.250 97.40
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 104.14 104.89
PP 104.00 104.49
S1 103.85 104.10

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.