NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 25-Sep-2013
Day Change Summary
Previous Current
24-Sep-2013 25-Sep-2013 Change Change % Previous Week
Open 95.88 95.57 -0.31 -0.3% 96.46
High 95.88 95.57 -0.31 -0.3% 97.69
Low 95.29 95.38 0.09 0.1% 95.25
Close 95.74 95.45 -0.29 -0.3% 96.49
Range 0.59 0.19 -0.40 -67.8% 2.44
ATR 0.96 0.92 -0.04 -4.5% 0.00
Volume 1,221 1,773 552 45.2% 8,396
Daily Pivots for day following 25-Sep-2013
Classic Woodie Camarilla DeMark
R4 96.04 95.93 95.55
R3 95.85 95.74 95.50
R2 95.66 95.66 95.48
R1 95.55 95.55 95.47 95.51
PP 95.47 95.47 95.47 95.45
S1 95.36 95.36 95.43 95.32
S2 95.28 95.28 95.42
S3 95.09 95.17 95.40
S4 94.90 94.98 95.35
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 97.44 95.29 2.15 2.3% 0.60 0.6% 7% False False 1,759
10 97.69 95.25 2.44 2.6% 0.70 0.7% 8% False False 1,433
20 99.49 95.25 4.24 4.4% 0.73 0.8% 5% False False 2,031
40 99.49 93.82 5.67 5.9% 0.69 0.7% 29% False False 1,909
60 99.49 91.74 7.75 8.1% 0.62 0.6% 48% False False 2,272
80 99.49 88.01 11.48 12.0% 0.55 0.6% 65% False False 2,684
100 99.49 88.01 11.48 12.0% 0.53 0.6% 65% False False 2,339
120 99.49 84.98 14.51 15.2% 0.44 0.5% 72% False False 2,059
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 96.38
2.618 96.07
1.618 95.88
1.000 95.76
0.618 95.69
HIGH 95.57
0.618 95.50
0.500 95.48
0.382 95.45
LOW 95.38
0.618 95.26
1.000 95.19
1.618 95.07
2.618 94.88
4.250 94.57
Fisher Pivots for day following 25-Sep-2013
Pivot 1 day 3 day
R1 95.48 95.67
PP 95.47 95.60
S1 95.46 95.52

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

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