NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 98.44 98.77 0.33 0.3% 97.52
High 99.49 99.14 -0.35 -0.4% 99.49
Low 98.41 98.14 -0.27 -0.3% 96.55
Close 99.29 98.69 -0.60 -0.6% 99.29
Range 1.08 1.00 -0.08 -7.4% 2.94
ATR 1.27 1.26 -0.01 -0.7% 0.00
Volume 18,650 24,461 5,811 31.2% 79,511
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 101.66 101.17 99.24
R3 100.66 100.17 98.97
R2 99.66 99.66 98.87
R1 99.17 99.17 98.78 98.92
PP 98.66 98.66 98.66 98.53
S1 98.17 98.17 98.60 97.92
S2 97.66 97.66 98.51
S3 96.66 97.17 98.42
S4 95.66 96.17 98.14
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 107.26 106.22 100.91
R3 104.32 103.28 100.10
R2 101.38 101.38 99.83
R1 100.34 100.34 99.56 100.86
PP 98.44 98.44 98.44 98.71
S1 97.40 97.40 99.02 97.92
S2 95.50 95.50 98.75
S3 92.56 94.46 98.48
S4 89.62 91.52 97.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.49 96.55 2.94 3.0% 1.20 1.2% 73% False False 20,794
10 100.65 96.55 4.10 4.2% 1.44 1.5% 52% False False 22,284
20 100.65 95.22 5.43 5.5% 1.18 1.2% 64% False False 20,351
40 100.65 93.99 6.66 6.7% 1.16 1.2% 71% False False 19,437
60 100.65 88.11 12.54 12.7% 1.19 1.2% 84% False False 20,837
80 100.65 88.11 12.54 12.7% 1.23 1.2% 84% False False 19,688
100 100.65 84.84 15.81 16.0% 1.28 1.3% 88% False False 17,936
120 100.65 84.84 15.81 16.0% 1.25 1.3% 88% False False 16,455
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.39
2.618 101.76
1.618 100.76
1.000 100.14
0.618 99.76
HIGH 99.14
0.618 98.76
0.500 98.64
0.382 98.52
LOW 98.14
0.618 97.52
1.000 97.14
1.618 96.52
2.618 95.52
4.250 93.89
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 98.67 98.67
PP 98.66 98.65
S1 98.64 98.63

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

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