NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 01-Oct-2013
Day Change Summary
Previous Current
30-Sep-2013 01-Oct-2013 Change Change % Previous Week
Open 99.71 100.09 0.38 0.4% 101.18
High 100.51 100.30 -0.21 -0.2% 101.57
Low 98.96 99.06 0.10 0.1% 99.53
Close 100.16 100.03 -0.13 -0.1% 100.46
Range 1.55 1.24 -0.31 -20.0% 2.04
ATR 1.52 1.50 -0.02 -1.3% 0.00
Volume 15,528 13,424 -2,104 -13.5% 88,530
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 103.52 103.01 100.71
R3 102.28 101.77 100.37
R2 101.04 101.04 100.26
R1 100.53 100.53 100.14 100.17
PP 99.80 99.80 99.80 99.61
S1 99.29 99.29 99.92 98.93
S2 98.56 98.56 99.80
S3 97.32 98.05 99.69
S4 96.08 96.81 99.35
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
5 101.25 98.96 2.29 2.3% 1.26 1.3% 47% False False 16,512
10 103.73 98.96 4.77 4.8% 1.53 1.5% 22% False False 15,956
20 104.67 98.96 5.71 5.7% 1.46 1.5% 19% False False 15,008
40 106.22 97.46 8.76 8.8% 1.47 1.5% 29% False False 12,291
60 106.22 96.47 9.75 9.7% 1.35 1.3% 37% False False 11,619
80 106.22 90.05 16.17 16.2% 1.31 1.3% 62% False False 10,013
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.57
2.618 103.55
1.618 102.31
1.000 101.54
0.618 101.07
HIGH 100.30
0.618 99.83
0.500 99.68
0.382 99.53
LOW 99.06
0.618 98.29
1.000 97.82
1.618 97.05
2.618 95.81
4.250 93.79
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 99.91 100.09
PP 99.80 100.07
S1 99.68 100.05

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

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