NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 25-Oct-2013
Day Change Summary
Previous Current
24-Oct-2013 25-Oct-2013 Change Change % Previous Week
Open 97.10 97.19 0.09 0.1% 101.04
High 97.69 98.06 0.37 0.4% 101.23
Low 95.95 96.99 1.04 1.1% 95.95
Close 97.11 97.85 0.74 0.8% 97.85
Range 1.74 1.07 -0.67 -38.5% 5.28
ATR 1.86 1.81 -0.06 -3.0% 0.00
Volume 248,742 192,632 -56,110 -22.6% 1,446,799
Daily Pivots for day following 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 100.84 100.42 98.44
R3 99.77 99.35 98.14
R2 98.70 98.70 98.05
R1 98.28 98.28 97.95 98.49
PP 97.63 97.63 97.63 97.74
S1 97.21 97.21 97.75 97.42
S2 96.56 96.56 97.65
S3 95.49 96.14 97.56
S4 94.42 95.07 97.26
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 114.18 111.30 100.75
R3 108.90 106.02 99.30
R2 103.62 103.62 98.82
R1 100.74 100.74 98.33 99.54
PP 98.34 98.34 98.34 97.75
S1 95.46 95.46 97.37 94.26
S2 93.06 93.06 96.88
S3 87.78 90.18 96.40
S4 82.50 84.90 94.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.23 95.95 5.28 5.4% 1.79 1.8% 36% False False 289,359
10 103.15 95.95 7.20 7.4% 1.77 1.8% 26% False False 233,702
20 103.96 95.95 8.01 8.2% 1.81 1.9% 24% False False 186,435
40 108.12 95.95 12.17 12.4% 1.84 1.9% 16% False False 137,271
60 109.70 95.95 13.75 14.1% 1.80 1.8% 14% False False 115,169
80 109.70 95.95 13.75 14.1% 1.74 1.8% 14% False False 106,436
100 109.70 91.05 18.65 19.1% 1.75 1.8% 36% False False 100,436
120 109.70 90.69 19.01 19.4% 1.76 1.8% 38% False False 93,133
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.31
Narrowest range in 91 trading days
Fibonacci Retracements and Extensions
4.250 102.61
2.618 100.86
1.618 99.79
1.000 99.13
0.618 98.72
HIGH 98.06
0.618 97.65
0.500 97.53
0.382 97.40
LOW 96.99
0.618 96.33
1.000 95.92
1.618 95.26
2.618 94.19
4.250 92.44
Fisher Pivots for day following 25-Oct-2013
Pivot 1 day 3 day
R1 97.74 97.61
PP 97.63 97.36
S1 97.53 97.12

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

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