NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 99.80 98.77 -1.03 -1.0% 100.33
High 99.98 99.57 -0.41 -0.4% 101.81
Low 98.61 97.78 -0.83 -0.8% 99.04
Close 98.98 97.93 -1.05 -1.1% 99.91
Range 1.37 1.79 0.42 30.7% 2.77
ATR 1.52 1.54 0.02 1.3% 0.00
Volume 26,776 37,746 10,970 41.0% 203,274
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 103.80 102.65 98.91
R3 102.01 100.86 98.42
R2 100.22 100.22 98.26
R1 99.07 99.07 98.09 98.75
PP 98.43 98.43 98.43 98.27
S1 97.28 97.28 97.77 96.96
S2 96.64 96.64 97.60
S3 94.85 95.49 97.44
S4 93.06 93.70 96.95
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 108.56 107.01 101.43
R3 105.79 104.24 100.67
R2 103.02 103.02 100.42
R1 101.47 101.47 100.16 100.86
PP 100.25 100.25 100.25 99.95
S1 98.70 98.70 99.66 98.09
S2 97.48 97.48 99.40
S3 94.71 95.93 99.15
S4 91.94 93.16 98.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.81 97.78 4.03 4.1% 1.68 1.7% 4% False True 38,121
10 101.81 97.78 4.03 4.1% 1.63 1.7% 4% False True 37,480
20 101.81 97.78 4.03 4.1% 1.48 1.5% 4% False True 30,812
40 104.37 97.78 6.59 6.7% 1.52 1.6% 2% False True 23,816
60 104.37 96.50 7.87 8.0% 1.41 1.4% 18% False False 19,850
80 104.37 92.96 11.41 11.7% 1.32 1.3% 44% False False 18,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.18
2.618 104.26
1.618 102.47
1.000 101.36
0.618 100.68
HIGH 99.57
0.618 98.89
0.500 98.68
0.382 98.46
LOW 97.78
0.618 96.67
1.000 95.99
1.618 94.88
2.618 93.09
4.250 90.17
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 98.68 99.17
PP 98.43 98.75
S1 98.18 98.34

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

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