NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 98.73 98.75 0.02 0.0% 98.94
High 98.73 98.86 0.13 0.1% 100.38
Low 97.74 98.48 0.74 0.8% 98.41
Close 98.40 98.62 0.22 0.2% 100.38
Range 0.99 0.38 -0.61 -61.6% 1.97
ATR 0.96 0.93 -0.04 -3.7% 0.00
Volume 4,251 4,169 -82 -1.9% 14,130
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 99.79 99.59 98.83
R3 99.41 99.21 98.72
R2 99.03 99.03 98.69
R1 98.83 98.83 98.65 98.74
PP 98.65 98.65 98.65 98.61
S1 98.45 98.45 98.59 98.36
S2 98.27 98.27 98.55
S3 97.89 98.07 98.52
S4 97.51 97.69 98.41
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% 0.68 0.7% 33% False False 3,707
10 101.55 97.74 3.81 3.9% 0.76 0.8% 23% False False 3,957
20 101.55 97.20 4.35 4.4% 0.67 0.7% 33% False False 3,405
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.09
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 100.48
2.618 99.85
1.618 99.47
1.000 99.24
0.618 99.09
HIGH 98.86
0.618 98.71
0.500 98.67
0.382 98.63
LOW 98.48
0.618 98.25
1.000 98.10
1.618 97.87
2.618 97.49
4.250 96.87
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 98.67 98.92
PP 98.65 98.82
S1 98.64 98.72

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

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