NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 102.45 102.84 0.39 0.4% 101.10
High 103.34 103.01 -0.33 -0.3% 103.10
Low 102.17 100.57 -1.60 -1.6% 99.90
Close 102.80 100.97 -1.83 -1.8% 102.82
Range 1.17 2.44 1.27 108.5% 3.20
ATR 1.60 1.66 0.06 3.8% 0.00
Volume 75,141 53,481 -21,660 -28.8% 238,936
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 108.84 107.34 102.31
R3 106.40 104.90 101.64
R2 103.96 103.96 101.42
R1 102.46 102.46 101.19 101.99
PP 101.52 101.52 101.52 101.28
S1 100.02 100.02 100.75 99.55
S2 99.08 99.08 100.52
S3 96.64 97.58 100.30
S4 94.20 95.14 99.63
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 111.54 110.38 104.58
R3 108.34 107.18 103.70
R2 105.14 105.14 103.41
R1 103.98 103.98 103.11 104.56
PP 101.94 101.94 101.94 102.23
S1 100.78 100.78 102.53 101.36
S2 98.74 98.74 102.23
S3 95.54 97.58 101.94
S4 92.34 94.38 101.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.34 100.57 2.77 2.7% 1.56 1.5% 14% False True 61,240
10 103.34 99.90 3.44 3.4% 1.55 1.5% 31% False False 46,948
20 105.15 99.90 5.25 5.2% 1.64 1.6% 20% False False 38,745
40 107.94 99.90 8.04 8.0% 1.64 1.6% 13% False False 30,152
60 107.94 98.55 9.39 9.3% 1.59 1.6% 26% False False 25,978
80 107.94 90.40 17.54 17.4% 1.55 1.5% 60% False False 24,208
100 107.94 90.35 17.59 17.4% 1.51 1.5% 60% False False 20,671
120 107.94 87.41 20.53 20.3% 1.52 1.5% 66% False False 18,114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 113.38
2.618 109.40
1.618 106.96
1.000 105.45
0.618 104.52
HIGH 103.01
0.618 102.08
0.500 101.79
0.382 101.50
LOW 100.57
0.618 99.06
1.000 98.13
1.618 96.62
2.618 94.18
4.250 90.20
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 101.79 101.96
PP 101.52 101.63
S1 101.24 101.30

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

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