NYMEX Light Sweet Crude Oil Future June 2014

Trading Metrics calculated at close of trading on 29-Oct-2013

Day Change Summary
	Previous	Current
	28-Oct-2013	29-Oct-2013	Change	Change %	Previous Week
Open	95.13	95.67	0.54	0.6%	97.83
High	96.10	95.97	-0.13	-0.1%	97.87
Low	94.92	95.32	0.40	0.4%	93.95
Close	96.03	95.81	-0.22	-0.2%	95.10
Range	1.18	0.65	-0.53	-44.9%	3.92
ATR	1.37	1.33	-0.05	-3.5%	0.00
Volume	27,024	30,346	3,322	12.3%	197,495

Daily Pivots for day following 29-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.65	97.38	96.17
R3	97.00	96.73	95.99
R2	96.35	96.35	95.93
R1	96.08	96.08	95.87	96.22
PP	95.70	95.70	95.70	95.77
S1	95.43	95.43	95.75	95.57
S2	95.05	95.05	95.69
S3	94.40	94.78	95.63
S4	93.75	94.13	95.45

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.40	105.17	97.26
R3	103.48	101.25	96.18
R2	99.56	99.56	95.82
R1	97.33	97.33	95.46	96.49
PP	95.64	95.64	95.64	95.22
S1	93.41	93.41	94.74	92.57
S2	91.72	91.72	94.38
S3	87.80	89.49	94.02
S4	83.88	85.57	92.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.40	93.95	2.45	2.6%	1.23	1.3%	76%	False	False	39,070
10	99.46	93.95	5.51	5.8%	1.34	1.4%	34%	False	False	36,750
20	99.46	93.95	5.51	5.8%	1.35	1.4%	34%	False	False	30,534
40	99.49	93.95	5.54	5.8%	1.32	1.4%	34%	False	False	25,447
60	100.65	93.95	6.70	7.0%	1.30	1.4%	28%	False	False	23,309
80	100.65	93.81	6.84	7.1%	1.23	1.3%	29%	False	False	23,039
100	100.65	88.11	12.54	13.1%	1.25	1.3%	61%	False	False	22,669
120	100.65	88.11	12.54	13.1%	1.28	1.3%	61%	False	False	21,336

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	98.73
2.618	97.67
1.618	97.02
1.000	96.62
0.618	96.37
HIGH	95.97
0.618	95.72
0.500	95.65
0.382	95.57
LOW	95.32
0.618	94.92
1.000	94.67
1.618	94.27
2.618	93.62
4.250	92.56

Fisher Pivots for day following 29-Oct-2013
Pivot	1 day	3 day
R1	95.76	95.63
PP	95.70	95.46
S1	95.65	95.28

Download as Excel Spreadsheet

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

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