NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 100.89 99.61 -1.28 -1.3% 100.97
High 101.09 100.36 -0.73 -0.7% 102.99
Low 99.44 98.30 -1.14 -1.1% 100.07
Close 99.76 98.47 -1.29 -1.3% 100.99
Range 1.65 2.06 0.41 24.8% 2.92
ATR 1.72 1.74 0.02 1.4% 0.00
Volume 55,448 85,096 29,648 53.5% 377,372
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.22 103.91 99.60
R3 103.16 101.85 99.04
R2 101.10 101.10 98.85
R1 99.79 99.79 98.66 99.42
PP 99.04 99.04 99.04 98.86
S1 97.73 97.73 98.28 97.36
S2 96.98 96.98 98.09
S3 94.92 95.67 97.90
S4 92.86 93.61 97.34
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 110.11 108.47 102.60
R3 107.19 105.55 101.79
R2 104.27 104.27 101.53
R1 102.63 102.63 101.26 103.45
PP 101.35 101.35 101.35 101.76
S1 99.71 99.71 100.72 100.53
S2 98.43 98.43 100.45
S3 95.51 96.79 100.19
S4 92.59 93.87 99.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.99 98.30 4.69 4.8% 1.88 1.9% 4% False True 75,387
10 103.01 98.30 4.71 4.8% 1.89 1.9% 4% False True 70,960
20 103.34 98.30 5.04 5.1% 1.68 1.7% 3% False True 58,402
40 107.94 98.30 9.64 9.8% 1.78 1.8% 2% False True 41,525
60 107.94 98.30 9.64 9.8% 1.66 1.7% 2% False True 34,532
80 107.94 93.59 14.35 14.6% 1.56 1.6% 34% False False 31,162
100 107.94 90.35 17.59 17.9% 1.54 1.6% 46% False False 26,810
120 107.94 90.35 17.59 17.9% 1.53 1.6% 46% False False 23,248
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 0.22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109.12
2.618 105.75
1.618 103.69
1.000 102.42
0.618 101.63
HIGH 100.36
0.618 99.57
0.500 99.33
0.382 99.09
LOW 98.30
0.618 97.03
1.000 96.24
1.618 94.97
2.618 92.91
4.250 89.55
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 99.33 100.04
PP 99.04 99.51
S1 98.76 98.99

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.