NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 31-Oct-2013
Day Change Summary
Previous Current
30-Oct-2013 31-Oct-2013 Change Change % Previous Week
Open 97.77 96.62 -1.15 -1.2% 101.04
High 97.82 97.03 -0.79 -0.8% 101.23
Low 96.55 96.03 -0.52 -0.5% 95.95
Close 96.77 96.38 -0.39 -0.4% 97.85
Range 1.27 1.00 -0.27 -21.3% 5.28
ATR 1.72 1.67 -0.05 -3.0% 0.00
Volume 268,138 255,401 -12,737 -4.8% 1,446,799
Daily Pivots for day following 31-Oct-2013
Classic Woodie Camarilla DeMark
R4 99.48 98.93 96.93
R3 98.48 97.93 96.66
R2 97.48 97.48 96.56
R1 96.93 96.93 96.47 96.71
PP 96.48 96.48 96.48 96.37
S1 95.93 95.93 96.29 95.71
S2 95.48 95.48 96.20
S3 94.48 94.93 96.11
S4 93.48 93.93 95.83
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 96.03 2.79 2.9% 1.13 1.2% 13% False True 225,913
10 101.98 95.95 6.03 6.3% 1.48 1.5% 7% False False 257,847
20 103.88 95.95 7.93 8.2% 1.69 1.7% 5% False False 208,916
40 108.12 95.95 12.17 12.6% 1.72 1.8% 4% False False 153,293
60 109.70 95.95 13.75 14.3% 1.77 1.8% 3% False False 126,612
80 109.70 95.95 13.75 14.3% 1.72 1.8% 3% False False 113,069
100 109.70 91.05 18.65 19.4% 1.73 1.8% 29% False False 106,607
120 109.70 90.69 19.01 19.7% 1.74 1.8% 30% False False 98,948
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.28
2.618 99.65
1.618 98.65
1.000 98.03
0.618 97.65
HIGH 97.03
0.618 96.65
0.500 96.53
0.382 96.41
LOW 96.03
0.618 95.41
1.000 95.03
1.618 94.41
2.618 93.41
4.250 91.78
Fisher Pivots for day following 31-Oct-2013
Pivot 1 day 3 day
R1 96.53 97.30
PP 96.48 96.99
S1 96.43 96.69

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

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