NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 97.19 97.88 0.69 0.7% 101.04
High 98.06 98.82 0.76 0.8% 101.23
Low 96.99 97.37 0.38 0.4% 95.95
Close 97.85 98.68 0.83 0.8% 97.85
Range 1.07 1.45 0.38 35.5% 5.28
ATR 1.81 1.78 -0.03 -1.4% 0.00
Volume 192,632 230,155 37,523 19.5% 1,446,799
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 102.64 102.11 99.48
R3 101.19 100.66 99.08
R2 99.74 99.74 98.95
R1 99.21 99.21 98.81 99.48
PP 98.29 98.29 98.29 98.42
S1 97.76 97.76 98.55 98.03
S2 96.84 96.84 98.41
S3 95.39 96.31 98.28
S4 93.94 94.86 97.88
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
5 100.30 95.95 4.35 4.4% 1.72 1.7% 63% False False 275,007
10 103.15 95.95 7.20 7.3% 1.76 1.8% 38% False False 246,894
20 103.96 95.95 8.01 8.1% 1.80 1.8% 34% False False 192,866
40 108.12 95.95 12.17 12.3% 1.83 1.8% 22% False False 141,221
60 109.70 95.95 13.75 13.9% 1.80 1.8% 20% False False 117,507
80 109.70 95.95 13.75 13.9% 1.73 1.8% 20% False False 107,381
100 109.70 91.05 18.65 18.9% 1.75 1.8% 41% False False 102,123
120 109.70 90.69 19.01 19.3% 1.76 1.8% 42% False False 94,679
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.98
2.618 102.62
1.618 101.17
1.000 100.27
0.618 99.72
HIGH 98.82
0.618 98.27
0.500 98.10
0.382 97.92
LOW 97.37
0.618 96.47
1.000 95.92
1.618 95.02
2.618 93.57
4.250 91.21
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 98.49 98.25
PP 98.29 97.82
S1 98.10 97.39

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

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