NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 100.26 100.40 0.14 0.1% 100.79
High 101.25 100.61 -0.64 -0.6% 102.49
Low 100.09 99.14 -0.95 -0.9% 99.68
Close 100.54 99.49 -1.05 -1.0% 100.54
Range 1.16 1.47 0.31 26.7% 2.81
ATR 1.60 1.59 -0.01 -0.6% 0.00
Volume 43,691 23,992 -19,699 -45.1% 194,623
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 104.16 103.29 100.30
R3 102.69 101.82 99.89
R2 101.22 101.22 99.76
R1 100.35 100.35 99.62 100.05
PP 99.75 99.75 99.75 99.60
S1 98.88 98.88 99.36 98.58
S2 98.28 98.28 99.22
S3 96.81 97.41 99.09
S4 95.34 95.94 98.68
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 109.33 107.75 102.09
R3 106.52 104.94 101.31
R2 103.71 103.71 101.06
R1 102.13 102.13 100.80 101.52
PP 100.90 100.90 100.90 100.60
S1 99.32 99.32 100.28 98.71
S2 98.09 98.09 100.02
S3 95.28 96.51 99.77
S4 92.47 93.70 98.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.49 99.14 3.35 3.4% 1.62 1.6% 10% False True 32,025
10 102.52 99.14 3.38 3.4% 1.66 1.7% 10% False True 35,797
20 102.52 98.96 3.56 3.6% 1.51 1.5% 15% False False 27,800
40 106.22 98.96 7.26 7.3% 1.61 1.6% 7% False False 20,463
60 106.22 97.46 8.76 8.8% 1.47 1.5% 23% False False 16,659
80 106.22 92.82 13.40 13.5% 1.36 1.4% 50% False False 15,020
100 106.22 90.05 16.17 16.3% 1.34 1.4% 58% False False 12,765
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 0.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.86
2.618 104.46
1.618 102.99
1.000 102.08
0.618 101.52
HIGH 100.61
0.618 100.05
0.500 99.88
0.382 99.70
LOW 99.14
0.618 98.23
1.000 97.67
1.618 96.76
2.618 95.29
4.250 92.89
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 99.88 100.50
PP 99.75 100.16
S1 99.62 99.83

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

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