NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 16-Oct-2013
Day Change Summary
Previous Current
15-Oct-2013 16-Oct-2013 Change Change % Previous Week
Open 102.31 101.07 -1.24 -1.2% 103.15
High 102.54 103.15 0.61 0.6% 103.88
Low 101.10 100.95 -0.15 -0.1% 100.61
Close 101.41 102.49 1.08 1.1% 102.06
Range 1.44 2.20 0.76 52.8% 3.27
ATR 1.81 1.84 0.03 1.5% 0.00
Volume 147,498 186,566 39,068 26.5% 776,671
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 108.80 107.84 103.70
R3 106.60 105.64 103.10
R2 104.40 104.40 102.89
R1 103.44 103.44 102.69 103.92
PP 102.20 102.20 102.20 102.44
S1 101.24 101.24 102.29 101.72
S2 100.00 100.00 102.09
S3 97.80 99.04 101.89
S4 95.60 96.84 101.28
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
5 103.36 100.61 2.75 2.7% 1.95 1.9% 68% False False 162,068
10 103.96 100.61 3.35 3.3% 1.80 1.8% 56% False False 152,744
20 106.68 100.61 6.07 5.9% 1.75 1.7% 31% False False 129,627
40 109.70 100.61 9.09 8.9% 1.89 1.8% 21% False False 104,508
60 109.70 99.65 10.05 9.8% 1.79 1.7% 28% False False 90,516
80 109.70 92.00 17.70 17.3% 1.73 1.7% 59% False False 90,262
100 109.70 90.69 19.01 18.5% 1.77 1.7% 62% False False 85,437
120 109.70 88.78 20.92 20.4% 1.78 1.7% 66% False False 80,915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.50
2.618 108.91
1.618 106.71
1.000 105.35
0.618 104.51
HIGH 103.15
0.618 102.31
0.500 102.05
0.382 101.79
LOW 100.95
0.618 99.59
1.000 98.75
1.618 97.39
2.618 95.19
4.250 91.60
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 102.34 102.34
PP 102.20 102.20
S1 102.05 102.05

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

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