NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 97.70 98.34 0.64 0.7% 100.40
High 98.68 98.46 -0.22 -0.2% 100.61
Low 97.33 97.85 0.52 0.5% 95.96
Close 98.64 98.20 -0.44 -0.4% 97.64
Range 1.35 0.61 -0.74 -54.8% 4.65
ATR 1.58 1.52 -0.06 -3.6% 0.00
Volume 24,208 28,104 3,896 16.1% 218,296
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 100.00 99.71 98.54
R3 99.39 99.10 98.37
R2 98.78 98.78 98.31
R1 98.49 98.49 98.26 98.33
PP 98.17 98.17 98.17 98.09
S1 97.88 97.88 98.14 97.72
S2 97.56 97.56 98.09
S3 96.95 97.27 98.03
S4 96.34 96.66 97.86
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 98.68 95.96 2.72 2.8% 1.31 1.3% 82% False False 39,747
10 102.49 95.96 6.53 6.6% 1.53 1.6% 34% False False 38,023
20 102.52 95.96 6.56 6.7% 1.56 1.6% 34% False False 35,206
40 104.67 95.96 8.71 8.9% 1.51 1.5% 26% False False 25,107
60 106.22 95.96 10.26 10.4% 1.50 1.5% 22% False False 19,930
80 106.22 95.96 10.26 10.4% 1.40 1.4% 22% False False 17,516
100 106.22 90.05 16.17 16.5% 1.36 1.4% 50% False False 15,051
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 101.05
2.618 100.06
1.618 99.45
1.000 99.07
0.618 98.84
HIGH 98.46
0.618 98.23
0.500 98.16
0.382 98.08
LOW 97.85
0.618 97.47
1.000 97.24
1.618 96.86
2.618 96.25
4.250 95.26
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 98.19 98.06
PP 98.17 97.92
S1 98.16 97.78

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

View Archives - Comment on this page... - Back to Index of Symbols