NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 98.30 97.25 -1.05 -1.1% 100.97
High 98.46 97.83 -0.63 -0.6% 102.99
Low 96.34 96.14 -0.20 -0.2% 100.07
Close 97.00 97.24 0.24 0.2% 100.99
Range 2.12 1.69 -0.43 -20.3% 2.92
ATR 1.77 1.76 -0.01 -0.3% 0.00
Volume 101,556 98,950 -2,606 -2.6% 377,372
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 102.14 101.38 98.17
R3 100.45 99.69 97.70
R2 98.76 98.76 97.55
R1 98.00 98.00 97.39 97.54
PP 97.07 97.07 97.07 96.84
S1 96.31 96.31 97.09 95.85
S2 95.38 95.38 96.93
S3 93.69 94.62 96.78
S4 92.00 92.93 96.31
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 110.11 108.47 102.60
R3 107.19 105.55 101.79
R2 104.27 104.27 101.53
R1 102.63 102.63 101.26 103.45
PP 101.35 101.35 101.35 101.76
S1 99.71 99.71 100.72 100.53
S2 98.43 98.43 100.45
S3 95.51 96.79 100.19
S4 92.59 93.87 99.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.77 96.14 5.63 5.8% 1.75 1.8% 20% False True 87,072
10 102.99 96.14 6.85 7.0% 1.80 1.9% 16% False True 79,095
20 103.34 96.14 7.20 7.4% 1.74 1.8% 15% False True 64,057
40 106.38 96.14 10.24 10.5% 1.74 1.8% 11% False True 45,448
60 107.94 96.14 11.80 12.1% 1.68 1.7% 9% False True 37,334
80 107.94 96.02 11.92 12.3% 1.58 1.6% 10% False False 33,335
100 107.94 90.40 17.54 18.0% 1.54 1.6% 39% False False 28,695
120 107.94 90.35 17.59 18.1% 1.53 1.6% 39% False False 24,784
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 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.01
2.618 102.25
1.618 100.56
1.000 99.52
0.618 98.87
HIGH 97.83
0.618 97.18
0.500 96.99
0.382 96.79
LOW 96.14
0.618 95.10
1.000 94.45
1.618 93.41
2.618 91.72
4.250 88.96
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 97.16 98.25
PP 97.07 97.91
S1 96.99 97.58

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

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