NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 31-Oct-2013
Day Change Summary
Previous Current
30-Oct-2013 31-Oct-2013 Change Change % Previous Week
Open 97.92 96.92 -1.00 -1.0% 100.89
High 98.03 97.28 -0.75 -0.8% 101.09
Low 96.86 96.31 -0.55 -0.6% 96.14
Close 97.06 96.65 -0.41 -0.4% 97.95
Range 1.17 0.97 -0.20 -17.1% 4.95
ATR 1.63 1.58 -0.05 -2.9% 0.00
Volume 47,596 98,968 51,372 107.9% 414,354
Daily Pivots for day following 31-Oct-2013
Classic Woodie Camarilla DeMark
R4 99.66 99.12 97.18
R3 98.69 98.15 96.92
R2 97.72 97.72 96.83
R1 97.18 97.18 96.74 96.97
PP 96.75 96.75 96.75 96.64
S1 96.21 96.21 96.56 96.00
S2 95.78 95.78 96.47
S3 94.81 95.24 96.38
S4 93.84 94.27 96.12
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 113.24 110.55 100.67
R3 108.29 105.60 99.31
R2 103.34 103.34 98.86
R1 100.65 100.65 98.40 99.52
PP 98.39 98.39 98.39 97.83
S1 95.70 95.70 97.50 94.57
S2 93.44 93.44 97.04
S3 88.49 90.75 96.59
S4 83.54 85.80 95.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.96 96.31 2.65 2.7% 1.07 1.1% 13% False True 64,107
10 101.77 96.14 5.63 5.8% 1.41 1.5% 9% False False 75,590
20 103.34 96.14 7.20 7.4% 1.61 1.7% 7% False False 69,850
40 106.38 96.14 10.24 10.6% 1.62 1.7% 5% False False 50,865
60 107.94 96.14 11.80 12.2% 1.63 1.7% 4% False False 41,280
80 107.94 96.14 11.80 12.2% 1.57 1.6% 4% False False 35,642
100 107.94 90.40 17.54 18.1% 1.54 1.6% 36% False False 31,469
120 107.94 90.35 17.59 18.2% 1.53 1.6% 36% False False 27,179
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.40
2.618 99.82
1.618 98.85
1.000 98.25
0.618 97.88
HIGH 97.28
0.618 96.91
0.500 96.80
0.382 96.68
LOW 96.31
0.618 95.71
1.000 95.34
1.618 94.74
2.618 93.77
4.250 92.19
Fisher Pivots for day following 31-Oct-2013
Pivot 1 day 3 day
R1 96.80 97.50
PP 96.75 97.21
S1 96.70 96.93

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

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