NYMEX Light Sweet Crude Oil Future January 2014


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 97.95 98.68 0.73 0.7% 100.89
High 98.96 98.68 -0.28 -0.3% 101.09
Low 97.55 97.90 0.35 0.4% 96.14
Close 98.86 98.38 -0.48 -0.5% 97.95
Range 1.41 0.78 -0.63 -44.7% 4.95
ATR 1.69 1.64 -0.05 -3.1% 0.00
Volume 45,285 55,385 10,100 22.3% 414,354
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 100.66 100.30 98.81
R3 99.88 99.52 98.59
R2 99.10 99.10 98.52
R1 98.74 98.74 98.45 98.53
PP 98.32 98.32 98.32 98.22
S1 97.96 97.96 98.31 97.75
S2 97.54 97.54 98.24
S3 96.76 97.18 98.17
S4 95.98 96.40 97.95
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 98.96 96.14 2.82 2.9% 1.41 1.4% 79% False False 74,896
10 102.99 96.14 6.85 7.0% 1.64 1.7% 33% False False 75,141
20 103.34 96.14 7.20 7.3% 1.69 1.7% 31% False False 68,449
40 106.38 96.14 10.24 10.4% 1.62 1.7% 22% False False 48,229
60 107.94 96.14 11.80 12.0% 1.64 1.7% 19% False False 39,278
80 107.94 96.14 11.80 12.0% 1.57 1.6% 19% False False 34,419
100 107.94 90.40 17.54 17.8% 1.54 1.6% 45% False False 30,193
120 107.94 90.35 17.59 17.9% 1.53 1.6% 46% False False 26,083
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 0.28
Narrowest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 102.00
2.618 100.72
1.618 99.94
1.000 99.46
0.618 99.16
HIGH 98.68
0.618 98.38
0.500 98.29
0.382 98.20
LOW 97.90
0.618 97.42
1.000 97.12
1.618 96.64
2.618 95.86
4.250 94.59
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 98.35 98.27
PP 98.32 98.15
S1 98.29 98.04

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

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