NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 101.78 100.46 -1.32 -1.3% 102.55
High 101.78 101.25 -0.53 -0.5% 102.79
Low 100.68 100.01 -0.67 -0.7% 99.85
Close 101.59 100.67 -0.92 -0.9% 101.59
Range 1.10 1.24 0.14 12.7% 2.94
ATR 1.41 1.42 0.01 0.9% 0.00
Volume 17,364 14,163 -3,201 -18.4% 88,310
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 104.36 103.76 101.35
R3 103.12 102.52 101.01
R2 101.88 101.88 100.90
R1 101.28 101.28 100.78 101.58
PP 100.64 100.64 100.64 100.80
S1 100.04 100.04 100.56 100.34
S2 99.40 99.40 100.44
S3 98.16 98.80 100.33
S4 96.92 97.56 99.99
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 110.23 108.85 103.21
R3 107.29 105.91 102.40
R2 104.35 104.35 102.13
R1 102.97 102.97 101.86 102.19
PP 101.41 101.41 101.41 101.02
S1 100.03 100.03 101.32 99.25
S2 98.47 98.47 101.05
S3 95.53 97.09 100.78
S4 92.59 94.15 99.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.08 99.85 2.23 2.2% 1.31 1.3% 37% False False 16,754
10 103.14 99.00 4.14 4.1% 1.42 1.4% 40% False False 15,244
20 104.37 98.98 5.39 5.4% 1.36 1.3% 31% False False 14,971
40 104.37 96.50 7.87 7.8% 1.30 1.3% 53% False False 12,960
60 104.37 89.48 14.89 14.8% 1.25 1.2% 75% False False 13,552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.52
2.618 104.50
1.618 103.26
1.000 102.49
0.618 102.02
HIGH 101.25
0.618 100.78
0.500 100.63
0.382 100.48
LOW 100.01
0.618 99.24
1.000 98.77
1.618 98.00
2.618 96.76
4.250 94.74
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 100.66 101.05
PP 100.64 100.92
S1 100.63 100.80

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

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