NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 100.56 99.87 -0.69 -0.7% 102.00
High 101.25 100.78 -0.47 -0.5% 103.73
Low 99.76 99.87 0.11 0.1% 100.26
Close 100.13 100.75 0.62 0.6% 101.33
Range 1.49 0.91 -0.58 -38.9% 3.47
ATR 1.59 1.54 -0.05 -3.1% 0.00
Volume 18,993 22,143 3,150 16.6% 71,576
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 103.20 102.88 101.25
R3 102.29 101.97 101.00
R2 101.38 101.38 100.92
R1 101.06 101.06 100.83 101.22
PP 100.47 100.47 100.47 100.55
S1 100.15 100.15 100.67 100.31
S2 99.56 99.56 100.58
S3 98.65 99.24 100.50
S4 97.74 98.33 100.25
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 112.18 110.23 103.24
R3 108.71 106.76 102.28
R2 105.24 105.24 101.97
R1 103.29 103.29 101.65 102.53
PP 101.77 101.77 101.77 101.40
S1 99.82 99.82 101.01 99.06
S2 98.30 98.30 100.69
S3 94.83 96.35 100.38
S4 91.36 92.88 99.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.15 99.53 2.62 2.6% 1.26 1.3% 47% False False 17,863
10 103.73 99.53 4.20 4.2% 1.57 1.6% 29% False False 16,516
20 104.67 99.53 5.14 5.1% 1.60 1.6% 24% False False 14,454
40 106.22 97.46 8.76 8.7% 1.48 1.5% 38% False False 11,958
60 106.22 95.28 10.94 10.9% 1.33 1.3% 50% False False 11,491
80 106.22 90.05 16.17 16.0% 1.30 1.3% 66% False False 9,628
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 104.65
2.618 103.16
1.618 102.25
1.000 101.69
0.618 101.34
HIGH 100.78
0.618 100.43
0.500 100.33
0.382 100.22
LOW 99.87
0.618 99.31
1.000 98.96
1.618 98.40
2.618 97.49
4.250 96.00
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 100.61 100.63
PP 100.47 100.51
S1 100.33 100.39

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

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