NYMEX Light Sweet Crude Oil Future September 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 94.49 95.00 0.51 0.5% 94.15
High 94.93 95.62 0.69 0.7% 95.62
Low 94.49 94.83 0.34 0.4% 93.85
Close 94.79 95.21 0.42 0.4% 95.21
Range 0.44 0.79 0.35 79.5% 1.77
ATR 0.67 0.68 0.01 1.7% 0.00
Volume 3,236 2,651 -585 -18.1% 16,898
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 97.59 97.19 95.64
R3 96.80 96.40 95.43
R2 96.01 96.01 95.35
R1 95.61 95.61 95.28 95.81
PP 95.22 95.22 95.22 95.32
S1 94.82 94.82 95.14 95.02
S2 94.43 94.43 95.07
S3 93.64 94.03 94.99
S4 92.85 93.24 94.78
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.20 99.48 96.18
R3 98.43 97.71 95.70
R2 96.66 96.66 95.53
R1 95.94 95.94 95.37 96.30
PP 94.89 94.89 94.89 95.08
S1 94.17 94.17 95.05 94.53
S2 93.12 93.12 94.89
S3 91.35 92.40 94.72
S4 89.58 90.63 94.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.62 93.56 2.06 2.2% 0.57 0.6% 80% True False 5,329
10 95.62 92.92 2.70 2.8% 0.70 0.7% 85% True False 6,764
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 0.13
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 98.98
2.618 97.69
1.618 96.90
1.000 96.41
0.618 96.11
HIGH 95.62
0.618 95.32
0.500 95.23
0.382 95.13
LOW 94.83
0.618 94.34
1.000 94.04
1.618 93.55
2.618 92.76
4.250 91.47
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 95.23 95.07
PP 95.22 94.92
S1 95.22 94.78

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.