NYMEX Light Sweet Crude Oil Future February 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 101.56 102.19 0.63 0.6% 99.71
High 102.52 102.19 -0.33 -0.3% 102.03
Low 101.40 99.93 -1.47 -1.4% 98.96
Close 102.04 100.32 -1.72 -1.7% 101.85
Range 1.12 2.26 1.14 101.8% 3.07
ATR 1.47 1.52 0.06 3.9% 0.00
Volume 45,164 28,298 -16,866 -37.3% 112,991
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 107.59 106.22 101.56
R3 105.33 103.96 100.94
R2 103.07 103.07 100.73
R1 101.70 101.70 100.53 101.26
PP 100.81 100.81 100.81 100.59
S1 99.44 99.44 100.11 99.00
S2 98.55 98.55 99.91
S3 96.29 97.18 99.70
S4 94.03 94.92 99.08
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 110.16 109.07 103.54
R3 107.09 106.00 102.69
R2 104.02 104.02 102.41
R1 102.93 102.93 102.13 103.48
PP 100.95 100.95 100.95 101.22
S1 99.86 99.86 101.57 100.41
S2 97.88 97.88 101.29
S3 94.81 96.79 101.01
S4 91.74 93.72 100.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.52 99.93 2.59 2.6% 1.44 1.4% 15% False True 30,659
10 102.52 98.96 3.56 3.5% 1.42 1.4% 38% False False 23,656
20 103.73 98.96 4.77 4.8% 1.51 1.5% 29% False False 19,720
40 106.22 98.96 7.26 7.2% 1.49 1.5% 19% False False 15,345
60 106.22 97.46 8.76 8.7% 1.41 1.4% 33% False False 13,155
80 106.22 90.05 16.17 16.1% 1.35 1.3% 64% False False 11,900
100 106.22 90.05 16.17 16.1% 1.33 1.3% 64% False False 10,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 111.80
2.618 108.11
1.618 105.85
1.000 104.45
0.618 103.59
HIGH 102.19
0.618 101.33
0.500 101.06
0.382 100.79
LOW 99.93
0.618 98.53
1.000 97.67
1.618 96.27
2.618 94.01
4.250 90.33
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 101.06 101.23
PP 100.81 100.92
S1 100.57 100.62

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

View Archives - Comment on this page... - Back to Index of Symbols