NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 102.84 101.51 -1.33 -1.3% 103.15
High 102.84 102.67 -0.17 -0.2% 103.88
Low 100.61 101.13 0.52 0.5% 100.61
Close 102.06 102.48 0.42 0.4% 102.06
Range 2.23 1.54 -0.69 -30.9% 3.27
ATR 1.86 1.84 -0.02 -1.2% 0.00
Volume 187,207 98,230 -88,977 -47.5% 776,671
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.71 106.14 103.33
R3 105.17 104.60 102.90
R2 103.63 103.63 102.76
R1 103.06 103.06 102.62 103.35
PP 102.09 102.09 102.09 102.24
S1 101.52 101.52 102.34 101.81
S2 100.55 100.55 102.20
S3 99.01 99.98 102.06
S4 97.47 98.44 101.63
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 111.99 110.30 103.86
R3 108.72 107.03 102.96
R2 105.45 105.45 102.66
R1 103.76 103.76 102.36 102.97
PP 102.18 102.18 102.18 101.79
S1 100.49 100.49 101.76 99.70
S2 98.91 98.91 101.46
S3 95.64 97.22 101.16
S4 92.37 93.95 100.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.88 100.61 3.27 3.2% 1.98 1.9% 57% False False 158,981
10 103.96 100.61 3.35 3.3% 1.84 1.8% 56% False False 138,837
20 106.68 100.61 6.07 5.9% 1.80 1.8% 31% False False 122,231
40 109.70 100.61 9.09 8.9% 1.87 1.8% 21% False False 99,296
60 109.70 99.65 10.05 9.8% 1.78 1.7% 28% False False 87,413
80 109.70 91.05 18.65 18.2% 1.75 1.7% 61% False False 88,307
100 109.70 90.69 19.01 18.5% 1.76 1.7% 62% False False 83,347
120 109.70 88.78 20.92 20.4% 1.78 1.7% 65% False False 79,112
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109.22
2.618 106.70
1.618 105.16
1.000 104.21
0.618 103.62
HIGH 102.67
0.618 102.08
0.500 101.90
0.382 101.72
LOW 101.13
0.618 100.18
1.000 99.59
1.618 98.64
2.618 97.10
4.250 94.59
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 102.29 102.32
PP 102.09 102.15
S1 101.90 101.99

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

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