NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 98.53 98.31 -0.22 -0.2% 97.61
High 98.53 98.88 0.35 0.4% 99.00
Low 97.24 97.67 0.43 0.4% 96.71
Close 98.47 98.70 0.23 0.2% 98.47
Range 1.29 1.21 -0.08 -6.2% 2.29
ATR 1.39 1.38 -0.01 -0.9% 0.00
Volume 32,684 30,606 -2,078 -6.4% 120,358
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 102.05 101.58 99.37
R3 100.84 100.37 99.03
R2 99.63 99.63 98.92
R1 99.16 99.16 98.81 99.40
PP 98.42 98.42 98.42 98.53
S1 97.95 97.95 98.59 98.19
S2 97.21 97.21 98.48
S3 96.00 96.74 98.37
S4 94.79 95.53 98.03
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 104.93 103.99 99.73
R3 102.64 101.70 99.10
R2 100.35 100.35 98.89
R1 99.41 99.41 98.68 99.88
PP 98.06 98.06 98.06 98.30
S1 97.12 97.12 98.26 97.59
S2 95.77 95.77 98.05
S3 93.48 94.83 97.84
S4 91.19 92.54 97.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.00 96.71 2.29 2.3% 1.40 1.4% 87% False False 26,975
10 99.00 95.45 3.55 3.6% 1.37 1.4% 92% False False 23,664
20 99.22 95.31 3.91 4.0% 1.40 1.4% 87% False False 23,003
40 100.65 95.31 5.34 5.4% 1.34 1.4% 63% False False 21,862
60 100.65 93.99 6.66 6.7% 1.26 1.3% 71% False False 20,099
80 100.65 88.11 12.54 12.7% 1.23 1.2% 84% False False 21,463
100 100.65 88.11 12.54 12.7% 1.26 1.3% 84% False False 20,577
120 100.65 86.89 13.76 13.9% 1.30 1.3% 86% False False 19,116
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.02
2.618 102.05
1.618 100.84
1.000 100.09
0.618 99.63
HIGH 98.88
0.618 98.42
0.500 98.28
0.382 98.13
LOW 97.67
0.618 96.92
1.000 96.46
1.618 95.71
2.618 94.50
4.250 92.53
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 98.56 98.51
PP 98.42 98.31
S1 98.28 98.12

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

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