NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 99.93 98.73 -1.20 -1.2% 98.94
High 100.10 98.73 -1.37 -1.4% 100.38
Low 99.17 97.74 -1.43 -1.4% 98.41
Close 99.71 98.40 -1.31 -1.3% 100.38
Range 0.93 0.99 0.06 6.5% 1.97
ATR 0.88 0.96 0.08 8.8% 0.00
Volume 3,383 4,251 868 25.7% 14,130
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 101.26 100.82 98.94
R3 100.27 99.83 98.67
R2 99.28 99.28 98.58
R1 98.84 98.84 98.49 98.57
PP 98.29 98.29 98.29 98.15
S1 97.85 97.85 98.31 97.58
S2 97.30 97.30 98.22
S3 96.31 96.86 98.13
S4 95.32 95.87 97.86
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 105.63 104.98 101.46
R3 103.66 103.01 100.92
R2 101.69 101.69 100.74
R1 101.04 101.04 100.56 101.37
PP 99.72 99.72 99.72 99.89
S1 99.07 99.07 100.20 99.40
S2 97.75 97.75 100.02
S3 95.78 97.10 99.84
S4 93.81 95.13 99.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.38 97.74 2.64 2.7% 0.74 0.8% 25% False True 3,589
10 101.55 97.74 3.81 3.9% 0.77 0.8% 17% False True 3,653
20 101.55 97.20 4.35 4.4% 0.68 0.7% 28% False False 3,384
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 0.09
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 102.94
2.618 101.32
1.618 100.33
1.000 99.72
0.618 99.34
HIGH 98.73
0.618 98.35
0.500 98.24
0.382 98.12
LOW 97.74
0.618 97.13
1.000 96.75
1.618 96.14
2.618 95.15
4.250 93.53
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 98.35 99.06
PP 98.29 98.84
S1 98.24 98.62

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

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