NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 08-Oct-2013
Day Change Summary
Previous Current
07-Oct-2013 08-Oct-2013 Change Change % Previous Week
Open 98.54 99.29 0.75 0.8% 96.79
High 99.10 99.69 0.59 0.6% 98.93
Low 97.73 99.29 1.56 1.6% 96.19
Close 99.06 99.40 0.34 0.3% 98.93
Range 1.37 0.40 -0.97 -70.8% 2.74
ATR 1.10 1.06 -0.03 -3.0% 0.00
Volume 2,407 6,694 4,287 178.1% 19,571
Daily Pivots for day following 08-Oct-2013
Classic Woodie Camarilla DeMark
R4 100.66 100.43 99.62
R3 100.26 100.03 99.51
R2 99.86 99.86 99.47
R1 99.63 99.63 99.44 99.75
PP 99.46 99.46 99.46 99.52
S1 99.23 99.23 99.36 99.35
S2 99.06 99.06 99.33
S3 98.66 98.83 99.29
S4 98.26 98.43 99.18
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.24 105.32 100.44
R3 103.50 102.58 99.68
R2 100.76 100.76 99.43
R1 99.84 99.84 99.18 100.30
PP 98.02 98.02 98.02 98.25
S1 97.10 97.10 98.68 97.56
S2 95.28 95.28 98.43
S3 92.54 94.36 98.18
S4 89.80 91.62 97.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.69 96.83 2.86 2.9% 0.98 1.0% 90% True False 4,439
10 99.69 96.19 3.50 3.5% 1.02 1.0% 92% True False 3,870
20 99.89 96.19 3.70 3.7% 1.02 1.0% 87% False False 3,893
40 101.55 96.19 5.36 5.4% 0.85 0.9% 60% False False 3,639
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 0.21
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 101.39
2.618 100.74
1.618 100.34
1.000 100.09
0.618 99.94
HIGH 99.69
0.618 99.54
0.500 99.49
0.382 99.44
LOW 99.29
0.618 99.04
1.000 98.89
1.618 98.64
2.618 98.24
4.250 97.59
Fisher Pivots for day following 08-Oct-2013
Pivot 1 day 3 day
R1 99.49 99.17
PP 99.46 98.94
S1 99.43 98.71

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

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