NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 30-Oct-2013
Day Change Summary
Previous Current
29-Oct-2013 30-Oct-2013 Change Change % Previous Week
Open 98.54 97.77 -0.77 -0.8% 101.04
High 98.57 97.82 -0.75 -0.8% 101.23
Low 97.69 96.55 -1.14 -1.2% 95.95
Close 98.20 96.77 -1.43 -1.5% 97.85
Range 0.88 1.27 0.39 44.3% 5.28
ATR 1.72 1.72 -0.01 -0.3% 0.00
Volume 183,243 268,138 84,895 46.3% 1,446,799
Daily Pivots for day following 30-Oct-2013
Classic Woodie Camarilla DeMark
R4 100.86 100.08 97.47
R3 99.59 98.81 97.12
R2 98.32 98.32 97.00
R1 97.54 97.54 96.89 97.30
PP 97.05 97.05 97.05 96.92
S1 96.27 96.27 96.65 96.03
S2 95.78 95.78 96.54
S3 94.51 95.00 96.42
S4 93.24 93.73 96.07
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 98.82 95.95 2.87 3.0% 1.28 1.3% 29% False False 224,582
10 102.52 95.95 6.57 6.8% 1.61 1.7% 12% False False 258,626
20 103.96 95.95 8.01 8.3% 1.71 1.8% 10% False False 205,685
40 108.12 95.95 12.17 12.6% 1.73 1.8% 7% False False 148,568
60 109.70 95.95 13.75 14.2% 1.77 1.8% 6% False False 123,259
80 109.70 95.95 13.75 14.2% 1.73 1.8% 6% False False 110,910
100 109.70 91.05 18.65 19.3% 1.74 1.8% 31% False False 104,633
120 109.70 90.69 19.01 19.6% 1.74 1.8% 32% False False 97,400
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.22
2.618 101.14
1.618 99.87
1.000 99.09
0.618 98.60
HIGH 97.82
0.618 97.33
0.500 97.19
0.382 97.04
LOW 96.55
0.618 95.77
1.000 95.28
1.618 94.50
2.618 93.23
4.250 91.15
Fisher Pivots for day following 30-Oct-2013
Pivot 1 day 3 day
R1 97.19 97.69
PP 97.05 97.38
S1 96.91 97.08

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

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