NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 97.01 97.70 0.69 0.7% 100.40
High 97.84 98.68 0.84 0.9% 100.61
Low 96.88 97.33 0.45 0.5% 95.96
Close 97.64 98.64 1.00 1.0% 97.64
Range 0.96 1.35 0.39 40.6% 4.65
ATR 1.60 1.58 -0.02 -1.1% 0.00
Volume 40,448 24,208 -16,240 -40.2% 218,296
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 102.27 101.80 99.38
R3 100.92 100.45 99.01
R2 99.57 99.57 98.89
R1 99.10 99.10 98.76 99.34
PP 98.22 98.22 98.22 98.33
S1 97.75 97.75 98.52 97.99
S2 96.87 96.87 98.39
S3 95.52 96.40 98.27
S4 94.17 95.05 97.90
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 112.02 109.48 100.20
R3 107.37 104.83 98.92
R2 102.72 102.72 98.49
R1 100.18 100.18 98.07 99.13
PP 98.07 98.07 98.07 97.54
S1 95.53 95.53 97.21 94.48
S2 93.42 93.42 96.79
S3 88.77 90.88 96.36
S4 84.12 86.23 95.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.08 95.96 4.12 4.2% 1.57 1.6% 65% False False 43,702
10 102.49 95.96 6.53 6.6% 1.60 1.6% 41% False False 37,864
20 102.52 95.96 6.56 6.7% 1.59 1.6% 41% False False 34,472
40 104.67 95.96 8.71 8.8% 1.57 1.6% 31% False False 24,636
60 106.22 95.96 10.26 10.4% 1.51 1.5% 26% False False 19,586
80 106.22 95.96 10.26 10.4% 1.40 1.4% 26% False False 17,269
100 106.22 90.05 16.17 16.4% 1.37 1.4% 53% False False 14,819
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.42
2.618 102.21
1.618 100.86
1.000 100.03
0.618 99.51
HIGH 98.68
0.618 98.16
0.500 98.01
0.382 97.85
LOW 97.33
0.618 96.50
1.000 95.98
1.618 95.15
2.618 93.80
4.250 91.59
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 98.43 98.20
PP 98.22 97.76
S1 98.01 97.32

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

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