NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 101.00 101.04 0.04 0.0% 101.51
High 101.98 101.23 -0.75 -0.7% 103.15
Low 100.74 99.41 -1.33 -1.3% 100.21
Close 101.11 99.68 -1.43 -1.4% 101.11
Range 1.24 1.82 0.58 46.8% 2.94
ATR 1.82 1.82 0.00 0.0% 0.00
Volume 194,736 301,917 107,181 55.0% 890,222
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.57 104.44 100.68
R3 103.75 102.62 100.18
R2 101.93 101.93 100.01
R1 100.80 100.80 99.85 100.46
PP 100.11 100.11 100.11 99.93
S1 98.98 98.98 99.51 98.64
S2 98.29 98.29 99.35
S3 96.47 97.16 99.18
S4 94.65 95.34 98.68
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 110.31 108.65 102.73
R3 107.37 105.71 101.92
R2 104.43 104.43 101.65
R1 102.77 102.77 101.38 102.13
PP 101.49 101.49 101.49 101.17
S1 99.83 99.83 100.84 99.19
S2 98.55 98.55 100.57
S3 95.61 96.89 100.30
S4 92.67 93.95 99.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.15 99.41 3.74 3.8% 1.80 1.8% 7% False True 218,781
10 103.88 99.41 4.47 4.5% 1.89 1.9% 6% False True 188,881
20 103.96 99.41 4.55 4.6% 1.73 1.7% 6% False True 151,029
40 109.70 99.41 10.29 10.3% 1.89 1.9% 3% False True 116,650
60 109.70 99.41 10.29 10.3% 1.79 1.8% 3% False True 99,677
80 109.70 93.94 15.76 15.8% 1.74 1.7% 36% False False 96,787
100 109.70 90.69 19.01 19.1% 1.75 1.8% 47% False False 91,610
120 109.70 89.55 20.15 20.2% 1.77 1.8% 50% False False 85,813
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.97
2.618 105.99
1.618 104.17
1.000 103.05
0.618 102.35
HIGH 101.23
0.618 100.53
0.500 100.32
0.382 100.11
LOW 99.41
0.618 98.29
1.000 97.59
1.618 96.47
2.618 94.65
4.250 91.68
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 100.32 100.97
PP 100.11 100.54
S1 99.89 100.11

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

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