NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 99.41 99.91 0.50 0.5% 99.44
High 100.45 100.17 -0.28 -0.3% 100.63
Low 99.25 99.30 0.05 0.1% 98.38
Close 100.29 99.54 -0.75 -0.7% 100.04
Range 1.20 0.87 -0.33 -27.5% 2.25
ATR 1.32 1.29 -0.02 -1.8% 0.00
Volume 18,415 8,253 -10,162 -55.2% 43,654
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 102.28 101.78 100.02
R3 101.41 100.91 99.78
R2 100.54 100.54 99.70
R1 100.04 100.04 99.62 99.86
PP 99.67 99.67 99.67 99.58
S1 99.17 99.17 99.46 98.99
S2 98.80 98.80 99.38
S3 97.93 98.30 99.30
S4 97.06 97.43 99.06
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.43 105.49 101.28
R3 104.18 103.24 100.66
R2 101.93 101.93 100.45
R1 100.99 100.99 100.25 101.46
PP 99.68 99.68 99.68 99.92
S1 98.74 98.74 99.83 99.21
S2 97.43 97.43 99.63
S3 95.18 96.49 99.42
S4 92.93 94.24 98.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.57 98.38 2.19 2.2% 1.44 1.4% 53% False False 11,053
10 100.63 97.67 2.96 3.0% 1.31 1.3% 63% False False 9,785
20 100.86 97.00 3.86 3.9% 1.30 1.3% 66% False False 7,744
40 103.06 97.00 6.06 6.1% 1.20 1.2% 42% False False 6,219
60 103.06 95.56 7.50 7.5% 1.08 1.1% 53% False False 5,299
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 103.87
2.618 102.45
1.618 101.58
1.000 101.04
0.618 100.71
HIGH 100.17
0.618 99.84
0.500 99.74
0.382 99.63
LOW 99.30
0.618 98.76
1.000 98.43
1.618 97.89
2.618 97.02
4.250 95.60
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 99.74 99.59
PP 99.67 99.57
S1 99.61 99.56

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

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