NYMEX Light Sweet Crude Oil Future February 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 101.65 100.90 -0.75 -0.7% 101.47
High 101.85 102.49 0.64 0.6% 102.52
Low 100.59 100.44 -0.15 -0.1% 99.93
Close 100.86 101.90 1.04 1.0% 101.45
Range 1.26 2.05 0.79 62.7% 2.59
ATR 1.55 1.59 0.04 2.3% 0.00
Volume 26,506 24,936 -1,570 -5.9% 154,860
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 107.76 106.88 103.03
R3 105.71 104.83 102.46
R2 103.66 103.66 102.28
R1 102.78 102.78 102.09 103.22
PP 101.61 101.61 101.61 101.83
S1 100.73 100.73 101.71 101.17
S2 99.56 99.56 101.52
S3 97.51 98.68 101.34
S4 95.46 96.63 100.77
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 109.07 107.85 102.87
R3 106.48 105.26 102.16
R2 103.89 103.89 101.92
R1 102.67 102.67 101.69 101.99
PP 101.30 101.30 101.30 100.96
S1 100.08 100.08 101.21 99.40
S2 98.71 98.71 100.98
S3 96.12 97.49 100.74
S4 93.53 94.90 100.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.49 100.04 2.45 2.4% 1.69 1.7% 76% True False 35,165
10 102.52 99.93 2.59 2.5% 1.56 1.5% 76% False False 32,912
20 103.73 98.96 4.77 4.7% 1.51 1.5% 62% False False 24,683
40 106.22 98.96 7.26 7.1% 1.58 1.6% 40% False False 18,784
60 106.22 97.46 8.76 8.6% 1.46 1.4% 51% False False 15,327
80 106.22 91.35 14.87 14.6% 1.34 1.3% 71% False False 13,925
100 106.22 90.05 16.17 15.9% 1.35 1.3% 73% False False 11,725
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 False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.20
2.618 107.86
1.618 105.81
1.000 104.54
0.618 103.76
HIGH 102.49
0.618 101.71
0.500 101.47
0.382 101.22
LOW 100.44
0.618 99.17
1.000 98.39
1.618 97.12
2.618 95.07
4.250 91.73
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 101.76 101.76
PP 101.61 101.61
S1 101.47 101.47

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

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