NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 99.87 100.22 0.35 0.4% 101.18
High 100.78 101.22 0.44 0.4% 101.57
Low 99.87 100.09 0.22 0.2% 99.53
Close 100.75 100.46 -0.29 -0.3% 100.46
Range 0.91 1.13 0.22 24.2% 2.04
ATR 1.54 1.51 -0.03 -1.9% 0.00
Volume 22,143 12,474 -9,669 -43.7% 88,530
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 103.98 103.35 101.08
R3 102.85 102.22 100.77
R2 101.72 101.72 100.67
R1 101.09 101.09 100.56 101.41
PP 100.59 100.59 100.59 100.75
S1 99.96 99.96 100.36 100.28
S2 99.46 99.46 100.25
S3 98.33 98.83 100.15
S4 97.20 97.70 99.84
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 106.64 105.59 101.58
R3 104.60 103.55 101.02
R2 102.56 102.56 100.83
R1 101.51 101.51 100.65 101.02
PP 100.52 100.52 100.52 100.27
S1 99.47 99.47 100.27 98.98
S2 98.48 98.48 100.09
S3 96.44 97.43 99.90
S4 94.40 95.39 99.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.57 99.53 2.04 2.0% 1.26 1.3% 46% False False 17,706
10 103.73 99.53 4.20 4.2% 1.55 1.5% 22% False False 16,010
20 104.67 99.53 5.14 5.1% 1.56 1.6% 18% False False 14,488
40 106.22 97.46 8.76 8.7% 1.46 1.5% 34% False False 12,019
60 106.22 95.29 10.93 10.9% 1.34 1.3% 47% False False 11,503
80 106.22 90.05 16.17 16.1% 1.31 1.3% 64% False False 9,737
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.02
2.618 104.18
1.618 103.05
1.000 102.35
0.618 101.92
HIGH 101.22
0.618 100.79
0.500 100.66
0.382 100.52
LOW 100.09
0.618 99.39
1.000 98.96
1.618 98.26
2.618 97.13
4.250 95.29
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 100.66 100.51
PP 100.59 100.49
S1 100.53 100.48

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

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