NYMEX Light Sweet Crude Oil Future May 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 99.46 98.21 -1.25 -1.3% 99.26
High 99.46 99.00 -0.46 -0.5% 100.11
Low 97.65 98.18 0.53 0.5% 97.65
Close 98.04 98.51 0.47 0.5% 98.51
Range 1.81 0.82 -0.99 -54.7% 2.46
ATR 1.23 1.21 -0.02 -1.6% 0.00
Volume 16,192 13,858 -2,334 -14.4% 57,428
Daily Pivots for day following 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 101.02 100.59 98.96
R3 100.20 99.77 98.74
R2 99.38 99.38 98.66
R1 98.95 98.95 98.59 99.17
PP 98.56 98.56 98.56 98.67
S1 98.13 98.13 98.43 98.35
S2 97.74 97.74 98.36
S3 96.92 97.31 98.28
S4 96.10 96.49 98.06
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.14 104.78 99.86
R3 103.68 102.32 99.19
R2 101.22 101.22 98.96
R1 99.86 99.86 98.74 99.31
PP 98.76 98.76 98.76 98.48
S1 97.40 97.40 98.28 96.85
S2 96.30 96.30 98.06
S3 93.84 94.94 97.83
S4 91.38 92.48 97.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.11 97.65 2.46 2.5% 1.13 1.1% 35% False False 11,485
10 100.11 97.50 2.61 2.6% 1.18 1.2% 39% False False 8,573
20 100.11 96.19 3.92 4.0% 1.11 1.1% 59% False False 6,122
40 101.55 96.19 5.36 5.4% 0.99 1.0% 43% False False 4,915
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.49
2.618 101.15
1.618 100.33
1.000 99.82
0.618 99.51
HIGH 99.00
0.618 98.69
0.500 98.59
0.382 98.49
LOW 98.18
0.618 97.67
1.000 97.36
1.618 96.85
2.618 96.03
4.250 94.70
Fisher Pivots for day following 18-Oct-2013
Pivot 1 day 3 day
R1 98.59 98.88
PP 98.56 98.76
S1 98.54 98.63

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

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