NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 96.52 95.70 -0.82 -0.8% 96.46
High 96.87 96.05 -0.82 -0.8% 97.69
Low 96.22 95.50 -0.72 -0.7% 95.25
Close 96.49 95.94 -0.55 -0.6% 96.49
Range 0.65 0.55 -0.10 -15.4% 2.44
ATR 0.98 0.98 0.00 0.1% 0.00
Volume 2,460 921 -1,539 -62.6% 8,396
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 97.48 97.26 96.24
R3 96.93 96.71 96.09
R2 96.38 96.38 96.04
R1 96.16 96.16 95.99 96.27
PP 95.83 95.83 95.83 95.89
S1 95.61 95.61 95.89 95.72
S2 95.28 95.28 95.84
S3 94.73 95.06 95.79
S4 94.18 94.51 95.64
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 103.80 102.58 97.83
R3 101.36 100.14 97.16
R2 98.92 98.92 96.94
R1 97.70 97.70 96.71 98.31
PP 96.48 96.48 96.48 96.78
S1 95.26 95.26 96.27 95.87
S2 94.04 94.04 96.04
S3 91.60 92.82 95.82
S4 89.16 90.38 95.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.69 95.25 2.44 2.5% 0.97 1.0% 28% False False 1,707
10 97.69 95.25 2.44 2.5% 0.74 0.8% 28% False False 1,459
20 99.49 95.25 4.24 4.4% 0.77 0.8% 16% False False 1,997
40 99.49 93.82 5.67 5.9% 0.70 0.7% 37% False False 1,885
60 99.49 90.26 9.23 9.6% 0.63 0.7% 62% False False 2,307
80 99.49 88.01 11.48 12.0% 0.56 0.6% 69% False False 2,683
100 99.49 88.01 11.48 12.0% 0.52 0.5% 69% False False 2,329
120 99.49 84.98 14.51 15.1% 0.44 0.5% 76% False False 2,041
Crabel Price Patterns
NR True
NR4 True
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 0.10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.39
2.618 97.49
1.618 96.94
1.000 96.60
0.618 96.39
HIGH 96.05
0.618 95.84
0.500 95.78
0.382 95.71
LOW 95.50
0.618 95.16
1.000 94.95
1.618 94.61
2.618 94.06
4.250 93.16
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 95.89 96.47
PP 95.83 96.29
S1 95.78 96.12

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.