NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 100.44 100.45 0.01 0.0% 98.72
High 100.64 101.62 0.98 1.0% 101.62
Low 99.89 100.45 0.56 0.6% 98.72
Close 100.54 101.62 1.08 1.1% 101.62
Range 0.75 1.17 0.42 56.0% 2.90
ATR 1.08 1.08 0.01 0.6% 0.00
Volume 3,084 5,504 2,420 78.5% 17,885
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 104.74 104.35 102.26
R3 103.57 103.18 101.94
R2 102.40 102.40 101.83
R1 102.01 102.01 101.73 102.21
PP 101.23 101.23 101.23 101.33
S1 100.84 100.84 101.51 101.04
S2 100.06 100.06 101.41
S3 98.89 99.67 101.30
S4 97.72 98.50 100.98
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 109.35 108.39 103.22
R3 106.45 105.49 102.42
R2 103.55 103.55 102.15
R1 102.59 102.59 101.89 103.07
PP 100.65 100.65 100.65 100.90
S1 99.69 99.69 101.35 100.17
S2 97.75 97.75 101.09
S3 94.85 96.79 100.82
S4 91.95 93.89 100.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.62 98.72 2.90 2.9% 1.07 1.0% 100% True False 4,636
10 103.06 98.26 4.80 4.7% 1.22 1.2% 70% False False 4,087
20 103.06 96.30 6.76 6.7% 1.01 1.0% 79% False False 4,249
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.59
2.618 104.68
1.618 103.51
1.000 102.79
0.618 102.34
HIGH 101.62
0.618 101.17
0.500 101.04
0.382 100.90
LOW 100.45
0.618 99.73
1.000 99.28
1.618 98.56
2.618 97.39
4.250 95.48
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 101.43 101.27
PP 101.23 100.92
S1 101.04 100.57

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

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