NYMEX Light Sweet Crude Oil Future May 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 98.79 98.88 0.09 0.1% 98.54
High 99.25 100.11 0.86 0.9% 99.70
Low 98.71 98.62 -0.09 -0.1% 97.50
Close 98.80 99.73 0.93 0.9% 99.22
Range 0.54 1.49 0.95 175.9% 2.20
ATR 1.14 1.16 0.03 2.2% 0.00
Volume 6,468 9,935 3,467 53.6% 28,307
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 103.96 103.33 100.55
R3 102.47 101.84 100.14
R2 100.98 100.98 100.00
R1 100.35 100.35 99.87 100.67
PP 99.49 99.49 99.49 99.64
S1 98.86 98.86 99.59 99.18
S2 98.00 98.00 99.46
S3 96.51 97.37 99.32
S4 95.02 95.88 98.91
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.41 104.51 100.43
R3 103.21 102.31 99.83
R2 101.01 101.01 99.62
R1 100.11 100.11 99.42 100.56
PP 98.81 98.81 98.81 99.03
S1 97.91 97.91 99.02 98.36
S2 96.61 96.61 98.82
S3 94.41 95.71 98.62
S4 92.21 93.51 98.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.11 98.25 1.86 1.9% 1.09 1.1% 80% True False 8,269
10 100.11 97.50 2.61 2.6% 1.05 1.1% 85% True False 6,510
20 100.11 96.19 3.92 3.9% 1.07 1.1% 90% True False 5,078
40 101.55 96.19 5.36 5.4% 0.95 1.0% 66% False False 4,336
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 106.44
2.618 104.01
1.618 102.52
1.000 101.60
0.618 101.03
HIGH 100.11
0.618 99.54
0.500 99.37
0.382 99.19
LOW 98.62
0.618 97.70
1.000 97.13
1.618 96.21
2.618 94.72
4.250 92.29
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 99.61 99.60
PP 99.49 99.47
S1 99.37 99.34

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

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