NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 17-Oct-2013
Day Change Summary
Previous Current
16-Oct-2013 17-Oct-2013 Change Change % Previous Week
Open 100.90 101.71 0.81 0.8% 101.47
High 102.49 101.85 -0.64 -0.6% 102.52
Low 100.44 99.68 -0.76 -0.8% 99.93
Close 101.90 100.12 -1.78 -1.7% 101.45
Range 2.05 2.17 0.12 5.9% 2.59
ATR 1.59 1.63 0.05 2.8% 0.00
Volume 24,936 41,003 16,067 64.4% 154,860
Daily Pivots for day following 17-Oct-2013
Classic Woodie Camarilla DeMark
R4 107.06 105.76 101.31
R3 104.89 103.59 100.72
R2 102.72 102.72 100.52
R1 101.42 101.42 100.32 100.99
PP 100.55 100.55 100.55 100.33
S1 99.25 99.25 99.92 98.82
S2 98.38 98.38 99.72
S3 96.21 97.08 99.52
S4 94.04 94.91 98.93
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 109.07 107.85 102.87
R3 106.48 105.26 102.16
R2 103.89 103.89 101.92
R1 102.67 102.67 101.69 101.99
PP 101.30 101.30 101.30 100.96
S1 100.08 100.08 101.21 99.40
S2 98.71 98.71 100.98
S3 96.12 97.49 100.74
S4 93.53 94.90 100.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.49 99.68 2.81 2.8% 1.69 1.7% 16% False True 37,788
10 102.52 99.68 2.84 2.8% 1.67 1.7% 15% False True 33,219
20 102.52 98.96 3.56 3.6% 1.51 1.5% 33% False False 26,028
40 106.22 98.96 7.26 7.3% 1.61 1.6% 16% False False 19,502
60 106.22 97.46 8.76 8.7% 1.46 1.5% 30% False False 15,860
80 106.22 91.35 14.87 14.9% 1.36 1.4% 59% False False 14,343
100 106.22 90.05 16.17 16.2% 1.35 1.4% 62% False False 12,124
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 111.07
2.618 107.53
1.618 105.36
1.000 104.02
0.618 103.19
HIGH 101.85
0.618 101.02
0.500 100.77
0.382 100.51
LOW 99.68
0.618 98.34
1.000 97.51
1.618 96.17
2.618 94.00
4.250 90.46
Fisher Pivots for day following 17-Oct-2013
Pivot 1 day 3 day
R1 100.77 101.09
PP 100.55 100.76
S1 100.34 100.44

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

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