NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 18-Oct-2013
Day Change Summary
Previous Current
17-Oct-2013 18-Oct-2013 Change Change % Previous Week
Open 101.71 100.26 -1.45 -1.4% 100.79
High 101.85 101.25 -0.60 -0.6% 102.49
Low 99.68 100.09 0.41 0.4% 99.68
Close 100.12 100.54 0.42 0.4% 100.54
Range 2.17 1.16 -1.01 -46.5% 2.81
ATR 1.63 1.60 -0.03 -2.1% 0.00
Volume 41,003 43,691 2,688 6.6% 194,623
Daily Pivots for day following 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 104.11 103.48 101.18
R3 102.95 102.32 100.86
R2 101.79 101.79 100.75
R1 101.16 101.16 100.65 101.48
PP 100.63 100.63 100.63 100.78
S1 100.00 100.00 100.43 100.32
S2 99.47 99.47 100.33
S3 98.31 98.84 100.22
S4 97.15 97.68 99.90
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 109.33 107.75 102.09
R3 106.52 104.94 101.31
R2 103.71 103.71 101.06
R1 102.13 102.13 100.80 101.52
PP 100.90 100.90 100.90 100.60
S1 99.32 99.32 100.28 98.71
S2 98.09 98.09 100.02
S3 95.28 96.51 99.77
S4 92.47 93.70 98.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.49 99.68 2.81 2.8% 1.60 1.6% 31% False False 38,924
10 102.52 99.68 2.84 2.8% 1.69 1.7% 30% False False 34,948
20 102.52 98.96 3.56 3.5% 1.51 1.5% 44% False False 27,550
40 106.22 98.96 7.26 7.2% 1.62 1.6% 22% False False 20,225
60 106.22 97.46 8.76 8.7% 1.46 1.5% 35% False False 16,445
80 106.22 92.15 14.07 14.0% 1.36 1.4% 60% False False 14,770
100 106.22 90.05 16.17 16.1% 1.34 1.3% 65% False False 12,537
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 106.18
2.618 104.29
1.618 103.13
1.000 102.41
0.618 101.97
HIGH 101.25
0.618 100.81
0.500 100.67
0.382 100.53
LOW 100.09
0.618 99.37
1.000 98.93
1.618 98.21
2.618 97.05
4.250 95.16
Fisher Pivots for day following 18-Oct-2013
Pivot 1 day 3 day
R1 100.67 101.09
PP 100.63 100.90
S1 100.58 100.72

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

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