NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 97.88 98.54 0.66 0.7% 101.04
High 98.82 98.57 -0.25 -0.3% 101.23
Low 97.37 97.69 0.32 0.3% 95.95
Close 98.68 98.20 -0.48 -0.5% 97.85
Range 1.45 0.88 -0.57 -39.3% 5.28
ATR 1.78 1.72 -0.06 -3.2% 0.00
Volume 230,155 183,243 -46,912 -20.4% 1,446,799
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 100.79 100.38 98.68
R3 99.91 99.50 98.44
R2 99.03 99.03 98.36
R1 98.62 98.62 98.28 98.39
PP 98.15 98.15 98.15 98.04
S1 97.74 97.74 98.12 97.51
S2 97.27 97.27 98.04
S3 96.39 96.86 97.96
S4 95.51 95.98 97.72
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 114.18 111.30 100.75
R3 108.90 106.02 99.30
R2 103.62 103.62 98.82
R1 100.74 100.74 98.33 99.54
PP 98.34 98.34 98.34 97.75
S1 95.46 95.46 97.37 94.26
S2 93.06 93.06 96.88
S3 87.78 90.18 96.40
S4 82.50 84.90 94.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.82 95.95 2.87 2.9% 1.45 1.5% 78% False False 242,193
10 103.15 95.95 7.20 7.3% 1.70 1.7% 31% False False 250,469
20 103.96 95.95 8.01 8.2% 1.78 1.8% 28% False False 197,124
40 108.12 95.95 12.17 12.4% 1.74 1.8% 18% False False 143,999
60 109.70 95.95 13.75 14.0% 1.78 1.8% 16% False False 119,528
80 109.70 95.95 13.75 14.0% 1.73 1.8% 16% False False 108,787
100 109.70 91.05 18.65 19.0% 1.74 1.8% 38% False False 103,077
120 109.70 90.69 19.01 19.4% 1.76 1.8% 40% False False 95,684
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 158 trading days
Fibonacci Retracements and Extensions
4.250 102.31
2.618 100.87
1.618 99.99
1.000 99.45
0.618 99.11
HIGH 98.57
0.618 98.23
0.500 98.13
0.382 98.03
LOW 97.69
0.618 97.15
1.000 96.81
1.618 96.27
2.618 95.39
4.250 93.95
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 98.18 98.10
PP 98.15 98.00
S1 98.13 97.91

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

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