NYMEX Light Sweet Crude Oil Future July 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 96.99 96.86 -0.13 -0.1% 95.10
High 96.99 97.15 0.16 0.2% 97.15
Low 96.36 96.77 0.41 0.4% 94.70
Close 96.40 97.15 0.75 0.8% 97.15
Range 0.63 0.38 -0.25 -39.7% 2.45
ATR 0.92 0.91 -0.01 -1.3% 0.00
Volume 3,056 1,222 -1,834 -60.0% 9,798
Daily Pivots for day following 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 98.16 98.04 97.36
R3 97.78 97.66 97.25
R2 97.40 97.40 97.22
R1 97.28 97.28 97.18 97.34
PP 97.02 97.02 97.02 97.06
S1 96.90 96.90 97.12 96.96
S2 96.64 96.64 97.08
S3 96.26 96.52 97.05
S4 95.88 96.14 96.94
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 103.68 102.87 98.50
R3 101.23 100.42 97.82
R2 98.78 98.78 97.60
R1 97.97 97.97 97.37 98.38
PP 96.33 96.33 96.33 96.54
S1 95.52 95.52 96.93 95.93
S2 93.88 93.88 96.70
S3 91.43 93.07 96.48
S4 88.98 90.62 95.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.15 94.70 2.45 2.5% 0.85 0.9% 100% True False 1,959
10 97.15 94.70 2.45 2.5% 0.68 0.7% 100% True False 1,603
20 98.04 94.70 3.34 3.4% 0.71 0.7% 73% False False 1,562
40 99.49 94.16 5.33 5.5% 0.72 0.7% 56% False False 1,881
60 99.49 93.82 5.67 5.8% 0.67 0.7% 59% False False 2,107
80 99.49 88.01 11.48 11.8% 0.58 0.6% 80% False False 2,203
100 99.49 88.01 11.48 11.8% 0.56 0.6% 80% False False 2,399
120 99.49 84.98 14.51 14.9% 0.49 0.5% 84% False False 2,137
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 98.77
2.618 98.14
1.618 97.76
1.000 97.53
0.618 97.38
HIGH 97.15
0.618 97.00
0.500 96.96
0.382 96.92
LOW 96.77
0.618 96.54
1.000 96.39
1.618 96.16
2.618 95.78
4.250 95.16
Fisher Pivots for day following 04-Oct-2013
Pivot 1 day 3 day
R1 97.09 96.83
PP 97.02 96.51
S1 96.96 96.19

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

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