NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 97.88 97.64 -0.24 -0.2% 95.10
High 97.92 97.64 -0.28 -0.3% 97.15
Low 97.63 96.02 -1.61 -1.6% 94.70
Close 97.64 96.49 -1.15 -1.2% 97.15
Range 0.29 1.62 1.33 458.6% 2.45
ATR 0.91 0.96 0.05 5.5% 0.00
Volume 2,133 1,711 -422 -19.8% 9,798
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 101.58 100.65 97.38
R3 99.96 99.03 96.94
R2 98.34 98.34 96.79
R1 97.41 97.41 96.64 97.07
PP 96.72 96.72 96.72 96.54
S1 95.79 95.79 96.34 95.45
S2 95.10 95.10 96.19
S3 93.48 94.17 96.04
S4 91.86 92.55 95.60
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 95.98 1.94 2.0% 0.86 0.9% 26% False False 1,839
10 97.92 94.70 3.22 3.3% 0.87 0.9% 56% False False 1,703
20 97.92 94.70 3.22 3.3% 0.79 0.8% 56% False False 1,568
40 99.49 94.70 4.79 5.0% 0.74 0.8% 37% False False 1,827
60 99.49 93.82 5.67 5.9% 0.71 0.7% 47% False False 2,042
80 99.49 88.01 11.48 11.9% 0.62 0.6% 74% False False 2,192
100 99.49 88.01 11.48 11.9% 0.57 0.6% 74% False False 2,407
120 99.49 86.92 12.57 13.0% 0.52 0.5% 76% False False 2,150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 104.53
2.618 101.88
1.618 100.26
1.000 99.26
0.618 98.64
HIGH 97.64
0.618 97.02
0.500 96.83
0.382 96.64
LOW 96.02
0.618 95.02
1.000 94.40
1.618 93.40
2.618 91.78
4.250 89.14
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 96.83 96.95
PP 96.72 96.80
S1 96.60 96.64

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

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