NYMEX Light Sweet Crude Oil Future January 2014


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 102.07 100.91 -1.16 -1.1% 102.48
High 102.32 102.99 0.67 0.7% 103.34
Low 100.90 100.81 -0.09 -0.1% 100.46
Close 101.24 102.33 1.09 1.1% 101.85
Range 1.42 2.18 0.76 53.5% 2.88
ATR 1.69 1.72 0.04 2.1% 0.00
Volume 49,826 54,881 5,055 10.1% 300,262
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 108.58 107.64 103.53
R3 106.40 105.46 102.93
R2 104.22 104.22 102.73
R1 103.28 103.28 102.53 103.75
PP 102.04 102.04 102.04 102.28
S1 101.10 101.10 102.13 101.57
S2 99.86 99.86 101.93
S3 97.68 98.92 101.73
S4 95.50 96.74 101.13
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 110.52 109.07 103.43
R3 107.64 106.19 102.64
R2 104.76 104.76 102.38
R1 103.31 103.31 102.11 102.60
PP 101.88 101.88 101.88 101.53
S1 100.43 100.43 101.59 99.72
S2 99.00 99.00 101.32
S3 96.12 97.55 101.06
S4 93.24 94.67 100.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.99 100.46 2.53 2.5% 1.86 1.8% 74% True False 66,813
10 103.34 100.46 2.88 2.8% 1.71 1.7% 65% False False 64,026
20 105.15 99.90 5.25 5.1% 1.65 1.6% 46% False False 49,481
40 107.94 99.90 8.04 7.9% 1.74 1.7% 30% False False 36,078
60 107.94 98.55 9.39 9.2% 1.63 1.6% 40% False False 30,253
80 107.94 91.40 16.54 16.2% 1.55 1.5% 66% False False 27,815
100 107.94 90.35 17.59 17.2% 1.54 1.5% 68% False False 23,773
120 107.94 88.45 19.49 19.0% 1.54 1.5% 71% False False 20,749
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 112.26
2.618 108.70
1.618 106.52
1.000 105.17
0.618 104.34
HIGH 102.99
0.618 102.16
0.500 101.90
0.382 101.64
LOW 100.81
0.618 99.46
1.000 98.63
1.618 97.28
2.618 95.10
4.250 91.55
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 102.19 102.19
PP 102.04 102.04
S1 101.90 101.90

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

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