NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 16-Oct-2013
Day Change Summary
Previous Current
15-Oct-2013 16-Oct-2013 Change Change % Previous Week
Open 100.86 100.27 -0.59 -0.6% 100.46
High 100.97 101.81 0.84 0.8% 101.69
Low 99.97 99.87 -0.10 -0.1% 99.23
Close 100.26 101.25 0.99 1.0% 100.85
Range 1.00 1.94 0.94 94.0% 2.46
ATR 1.48 1.51 0.03 2.2% 0.00
Volume 22,641 26,156 3,515 15.5% 171,056
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.80 105.96 102.32
R3 104.86 104.02 101.78
R2 102.92 102.92 101.61
R1 102.08 102.08 101.43 102.50
PP 100.98 100.98 100.98 101.19
S1 100.14 100.14 101.07 100.56
S2 99.04 99.04 100.89
S3 97.10 98.20 100.72
S4 95.16 96.26 100.18
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 107.97 106.87 102.20
R3 105.51 104.41 101.53
R2 103.05 103.05 101.30
R1 101.95 101.95 101.08 102.50
PP 100.59 100.59 100.59 100.87
S1 99.49 99.49 100.62 100.04
S2 98.13 98.13 100.40
S3 95.67 97.03 100.17
S4 93.21 94.57 99.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.81 99.43 2.38 2.4% 1.54 1.5% 76% True False 35,741
10 101.81 99.23 2.58 2.5% 1.50 1.5% 78% True False 33,480
20 102.29 97.97 4.32 4.3% 1.43 1.4% 76% False False 26,890
40 104.37 97.97 6.40 6.3% 1.46 1.4% 51% False False 21,329
60 104.37 96.50 7.87 7.8% 1.38 1.4% 60% False False 17,777
80 104.37 90.14 14.23 14.1% 1.29 1.3% 78% False False 17,162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110.06
2.618 106.89
1.618 104.95
1.000 103.75
0.618 103.01
HIGH 101.81
0.618 101.07
0.500 100.84
0.382 100.61
LOW 99.87
0.618 98.67
1.000 97.93
1.618 96.73
2.618 94.79
4.250 91.63
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 101.11 101.11
PP 100.98 100.98
S1 100.84 100.84

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.