NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 04-Oct-2013
Day Change Summary
Previous Current
03-Oct-2013 04-Oct-2013 Change Change % Previous Week
Open 97.18 97.08 -0.10 -0.1% 96.00
High 98.00 98.04 0.04 0.0% 98.04
Low 96.86 97.08 0.22 0.2% 95.31
Close 97.32 98.04 0.72 0.7% 98.04
Range 1.14 0.96 -0.18 -15.8% 2.73
ATR 1.34 1.31 -0.03 -2.0% 0.00
Volume 31,620 20,463 -11,157 -35.3% 107,476
Daily Pivots for day following 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 100.60 100.28 98.57
R3 99.64 99.32 98.30
R2 98.68 98.68 98.22
R1 98.36 98.36 98.13 98.52
PP 97.72 97.72 97.72 97.80
S1 97.40 97.40 97.95 97.56
S2 96.76 96.76 97.86
S3 95.80 96.44 97.78
S4 94.84 95.48 97.51
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.32 104.41 99.54
R3 102.59 101.68 98.79
R2 99.86 99.86 98.54
R1 98.95 98.95 98.29 99.41
PP 97.13 97.13 97.13 97.36
S1 96.22 96.22 97.79 96.68
S2 94.40 94.40 97.54
S3 91.67 93.49 97.29
S4 88.94 90.76 96.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.04 95.31 2.73 2.8% 1.30 1.3% 100% True False 21,495
10 98.04 95.31 2.73 2.8% 1.22 1.2% 100% True False 21,001
20 99.22 95.31 3.91 4.0% 1.34 1.4% 70% False False 21,177
40 100.65 94.64 6.01 6.1% 1.27 1.3% 57% False False 20,524
60 100.65 93.99 6.66 6.8% 1.22 1.2% 61% False False 20,225
80 100.65 88.11 12.54 12.8% 1.23 1.3% 79% False False 20,774
100 100.65 88.11 12.54 12.8% 1.26 1.3% 79% False False 19,882
120 100.65 84.84 15.81 16.1% 1.30 1.3% 83% False False 18,350
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 102.12
2.618 100.55
1.618 99.59
1.000 99.00
0.618 98.63
HIGH 98.04
0.618 97.67
0.500 97.56
0.382 97.45
LOW 97.08
0.618 96.49
1.000 96.12
1.618 95.53
2.618 94.57
4.250 93.00
Fisher Pivots for day following 04-Oct-2013
Pivot 1 day 3 day
R1 97.88 97.70
PP 97.72 97.35
S1 97.56 97.01

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

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