NYMEX Light Sweet Crude Oil Future June 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 97.61 98.26 0.65 0.7% 96.00
High 98.39 98.97 0.58 0.6% 98.04
Low 96.72 98.12 1.40 1.4% 95.31
Close 98.23 98.53 0.30 0.3% 98.04
Range 1.67 0.85 -0.82 -49.1% 2.73
ATR 1.34 1.30 -0.03 -2.6% 0.00
Volume 16,085 27,143 11,058 68.7% 107,476
Daily Pivots for day following 08-Oct-2013
Classic Woodie Camarilla DeMark
R4 101.09 100.66 99.00
R3 100.24 99.81 98.76
R2 99.39 99.39 98.69
R1 98.96 98.96 98.61 99.18
PP 98.54 98.54 98.54 98.65
S1 98.11 98.11 98.45 98.33
S2 97.69 97.69 98.37
S3 96.84 97.26 98.30
S4 95.99 96.41 98.06
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 98.97 95.97 3.00 3.0% 1.29 1.3% 85% True False 22,736
10 98.97 95.31 3.66 3.7% 1.25 1.3% 88% True False 21,074
20 99.22 95.31 3.91 4.0% 1.32 1.3% 82% False False 21,060
40 100.65 95.31 5.34 5.4% 1.27 1.3% 60% False False 20,830
60 100.65 93.99 6.66 6.8% 1.23 1.2% 68% False False 19,890
80 100.65 88.11 12.54 12.7% 1.23 1.2% 83% False False 21,002
100 100.65 88.11 12.54 12.7% 1.25 1.3% 83% False False 20,027
120 100.65 85.73 14.92 15.1% 1.29 1.3% 86% False False 18,529
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 0.36
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 102.58
2.618 101.20
1.618 100.35
1.000 99.82
0.618 99.50
HIGH 98.97
0.618 98.65
0.500 98.55
0.382 98.44
LOW 98.12
0.618 97.59
1.000 97.27
1.618 96.74
2.618 95.89
4.250 94.51
Fisher Pivots for day following 08-Oct-2013
Pivot 1 day 3 day
R1 98.55 98.30
PP 98.54 98.07
S1 98.54 97.85

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

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