NYMEX Light Sweet Crude Oil Future January 2014

Trading Metrics calculated at close of trading on 25-Oct-2013

Day Change Summary
	Previous	Current
	24-Oct-2013	25-Oct-2013	Change	Change %	Previous Week
Open	97.25	97.22	-0.03	0.0%	100.89
High	97.83	98.15	0.32	0.3%	101.09
Low	96.14	97.12	0.98	1.0%	96.14
Close	97.24	97.95	0.71	0.7%	97.95
Range	1.69	1.03	-0.66	-39.1%	4.95
ATR	1.76	1.71	-0.05	-3.0%	0.00
Volume	98,950	73,304	-25,646	-25.9%	414,354

Daily Pivots for day following 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.83	100.42	98.52
R3	99.80	99.39	98.23
R2	98.77	98.77	98.14
R1	98.36	98.36	98.04	98.57
PP	97.74	97.74	97.74	97.84
S1	97.33	97.33	97.86	97.54
S2	96.71	96.71	97.76
S3	95.68	96.30	97.67
S4	94.65	95.27	97.38

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	113.24	110.55	100.67
R3	108.29	105.60	99.31
R2	103.34	103.34	98.86
R1	100.65	100.65	98.40	99.52
PP	98.39	98.39	98.39	97.83
S1	95.70	95.70	97.50	94.57
S2	93.44	93.44	97.04
S3	88.49	90.75	96.59
S4	83.54	85.80	95.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.09	96.14	4.95	5.1%	1.71	1.7%	37%	False	False	82,870
10	102.99	96.14	6.85	7.0%	1.71	1.7%	26%	False	False	79,172
20	103.34	96.14	7.20	7.4%	1.73	1.8%	25%	False	False	66,546
40	106.38	96.14	10.24	10.5%	1.72	1.8%	18%	False	False	46,625
60	107.94	96.14	11.80	12.0%	1.66	1.7%	15%	False	False	38,288
80	107.94	96.14	11.80	12.0%	1.57	1.6%	15%	False	False	33,820
100	107.94	90.40	17.54	17.9%	1.55	1.6%	43%	False	False	29,331
120	107.94	90.35	17.59	18.0%	1.53	1.6%	43%	False	False	25,346

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 32 trading days

Fibonacci Retracements and Extensions
4.250	102.53
2.618	100.85
1.618	99.82
1.000	99.18
0.618	98.79
HIGH	98.15
0.618	97.76
0.500	97.64
0.382	97.51
LOW	97.12
0.618	96.48
1.000	96.09
1.618	95.45
2.618	94.42
4.250	92.74

Fisher Pivots for day following 25-Oct-2013
Pivot	1 day	3 day
R1	97.85	97.73
PP	97.74	97.52
S1	97.64	97.30

Download as Excel Spreadsheet

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

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