NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 96.75 96.47 -0.28 -0.3% 96.96
High 97.04 96.74 -0.30 -0.3% 98.15
Low 96.14 94.74 -1.40 -1.5% 94.74
Close 96.47 94.96 -1.51 -1.6% 94.96
Range 0.90 2.00 1.10 122.2% 3.41
ATR 1.40 1.44 0.04 3.1% 0.00
Volume 53,062 48,524 -4,538 -8.6% 188,541
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.48 100.22 96.06
R3 99.48 98.22 95.51
R2 97.48 97.48 95.33
R1 96.22 96.22 95.14 95.85
PP 95.48 95.48 95.48 95.30
S1 94.22 94.22 94.78 93.85
S2 93.48 93.48 94.59
S3 91.48 92.22 94.41
S4 89.48 90.22 93.86
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 106.18 103.98 96.84
R3 102.77 100.57 95.90
R2 99.36 99.36 95.59
R1 97.16 97.16 95.27 96.56
PP 95.95 95.95 95.95 95.65
S1 93.75 93.75 94.65 93.15
S2 92.54 92.54 94.33
S3 89.13 90.34 94.02
S4 85.72 86.93 93.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.15 94.74 3.41 3.6% 1.17 1.2% 6% False True 37,708
10 99.98 94.74 5.24 5.5% 1.35 1.4% 4% False True 40,247
20 101.81 94.74 7.07 7.4% 1.48 1.6% 3% False True 38,840
40 102.79 94.74 8.05 8.5% 1.44 1.5% 3% False True 29,520
60 104.37 94.74 9.63 10.1% 1.40 1.5% 2% False True 24,076
80 104.37 94.74 9.63 10.1% 1.36 1.4% 2% False True 21,011
100 104.37 89.48 14.89 15.7% 1.32 1.4% 37% False False 19,321
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 105.24
2.618 101.98
1.618 99.98
1.000 98.74
0.618 97.98
HIGH 96.74
0.618 95.98
0.500 95.74
0.382 95.50
LOW 94.74
0.618 93.50
1.000 92.74
1.618 91.50
2.618 89.50
4.250 86.24
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 95.74 96.13
PP 95.48 95.74
S1 95.22 95.35

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

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