NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 31-Oct-2013
Day Change Summary
Previous Current
30-Oct-2013 31-Oct-2013 Change Change % Previous Week
Open 97.34 96.75 -0.59 -0.6% 99.80
High 97.52 97.04 -0.48 -0.5% 99.98
Low 96.59 96.14 -0.45 -0.5% 95.54
Close 96.80 96.47 -0.33 -0.3% 97.04
Range 0.93 0.90 -0.03 -3.2% 4.44
ATR 1.44 1.40 -0.04 -2.7% 0.00
Volume 25,589 53,062 27,473 107.4% 213,937
Daily Pivots for day following 31-Oct-2013
Classic Woodie Camarilla DeMark
R4 99.25 98.76 96.97
R3 98.35 97.86 96.72
R2 97.45 97.45 96.64
R1 96.96 96.96 96.55 96.76
PP 96.55 96.55 96.55 96.45
S1 96.06 96.06 96.39 95.86
S2 95.65 95.65 96.31
S3 94.75 95.16 96.22
S4 93.85 94.26 95.98
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 110.84 108.38 99.48
R3 106.40 103.94 98.26
R2 101.96 101.96 97.85
R1 99.50 99.50 97.45 98.51
PP 97.52 97.52 97.52 97.03
S1 95.06 95.06 96.63 94.07
S2 93.08 93.08 96.23
S3 88.64 90.62 95.82
S4 84.20 86.18 94.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.15 96.14 2.01 2.1% 0.94 1.0% 16% False True 35,948
10 100.55 95.54 5.01 5.2% 1.26 1.3% 19% False False 40,707
20 101.81 95.54 6.27 6.5% 1.43 1.5% 15% False False 37,692
40 103.14 95.54 7.60 7.9% 1.43 1.5% 12% False False 28,537
60 104.37 95.54 8.83 9.2% 1.39 1.4% 11% False False 23,475
80 104.37 95.54 8.83 9.2% 1.34 1.4% 11% False False 20,805
100 104.37 89.48 14.89 15.4% 1.31 1.4% 47% False False 18,927
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.87
2.618 99.40
1.618 98.50
1.000 97.94
0.618 97.60
HIGH 97.04
0.618 96.70
0.500 96.59
0.382 96.48
LOW 96.14
0.618 95.58
1.000 95.24
1.618 94.68
2.618 93.78
4.250 92.32
Fisher Pivots for day following 31-Oct-2013
Pivot 1 day 3 day
R1 96.59 97.05
PP 96.55 96.85
S1 96.51 96.66

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

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