NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 99.17 98.70 -0.47 -0.5% 100.05
High 100.14 99.44 -0.70 -0.7% 100.34
Low 99.04 97.97 -1.07 -1.1% 98.50
Close 99.37 99.13 -0.24 -0.2% 99.37
Range 1.10 1.47 0.37 33.6% 1.84
ATR 1.42 1.43 0.00 0.2% 0.00
Volume 15,838 16,464 626 4.0% 106,002
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 103.26 102.66 99.94
R3 101.79 101.19 99.53
R2 100.32 100.32 99.40
R1 99.72 99.72 99.26 100.02
PP 98.85 98.85 98.85 99.00
S1 98.25 98.25 99.00 98.55
S2 97.38 97.38 98.86
S3 95.91 96.78 98.73
S4 94.44 95.31 98.32
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 104.92 103.99 100.38
R3 103.08 102.15 99.88
R2 101.24 101.24 99.71
R1 100.31 100.31 99.54 99.86
PP 99.40 99.40 99.40 99.18
S1 98.47 98.47 99.20 98.02
S2 97.56 97.56 99.03
S3 95.72 96.63 98.86
S4 93.88 94.79 98.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.14 97.97 2.17 2.2% 1.19 1.2% 53% False True 19,998
10 102.29 97.97 4.32 4.4% 1.48 1.5% 27% False True 20,459
20 103.14 97.97 5.17 5.2% 1.45 1.5% 22% False True 17,852
40 104.37 96.50 7.87 7.9% 1.36 1.4% 33% False False 15,260
60 104.37 95.29 9.08 9.2% 1.28 1.3% 42% False False 14,806
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 0.28
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 105.69
2.618 103.29
1.618 101.82
1.000 100.91
0.618 100.35
HIGH 99.44
0.618 98.88
0.500 98.71
0.382 98.53
LOW 97.97
0.618 97.06
1.000 96.50
1.618 95.59
2.618 94.12
4.250 91.72
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 98.99 99.11
PP 98.85 99.08
S1 98.71 99.06

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.