NYMEX Light Sweet Crude Oil Future July 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 96.30 97.88 1.58 1.6% 95.10
High 97.38 97.92 0.54 0.6% 97.15
Low 95.98 97.63 1.65 1.7% 94.70
Close 97.38 97.64 0.26 0.3% 97.15
Range 1.40 0.29 -1.11 -79.3% 2.45
ATR 0.94 0.91 -0.03 -3.0% 0.00
Volume 1,077 2,133 1,056 98.1% 9,798
Daily Pivots for day following 08-Oct-2013
Classic Woodie Camarilla DeMark
R4 98.60 98.41 97.80
R3 98.31 98.12 97.72
R2 98.02 98.02 97.69
R1 97.83 97.83 97.67 97.78
PP 97.73 97.73 97.73 97.71
S1 97.54 97.54 97.61 97.49
S2 97.44 97.44 97.59
S3 97.15 97.25 97.56
S4 96.86 96.96 97.48
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 97.92 95.23 2.69 2.8% 0.86 0.9% 90% True False 1,935
10 97.92 94.70 3.22 3.3% 0.73 0.7% 91% True False 1,710
20 97.92 94.70 3.22 3.3% 0.74 0.8% 91% True False 1,551
40 99.49 94.70 4.79 4.9% 0.71 0.7% 61% False False 1,860
60 99.49 93.82 5.67 5.8% 0.69 0.7% 67% False False 2,054
80 99.49 88.01 11.48 11.8% 0.60 0.6% 84% False False 2,205
100 99.49 88.01 11.48 11.8% 0.55 0.6% 84% False False 2,410
120 99.49 85.61 13.88 14.2% 0.50 0.5% 87% False False 2,145
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 0.12
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 99.15
2.618 98.68
1.618 98.39
1.000 98.21
0.618 98.10
HIGH 97.92
0.618 97.81
0.500 97.78
0.382 97.74
LOW 97.63
0.618 97.45
1.000 97.34
1.618 97.16
2.618 96.87
4.250 96.40
Fisher Pivots for day following 08-Oct-2013
Pivot 1 day 3 day
R1 97.78 97.41
PP 97.73 97.18
S1 97.69 96.95

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

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