NYMEX Light Sweet Crude Oil Future May 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 96.13 95.83 -0.30 -0.3% 98.45
High 96.17 96.07 -0.10 -0.1% 98.50
Low 95.73 95.47 -0.26 -0.3% 94.51
Close 95.89 95.61 -0.28 -0.3% 95.70
Range 0.44 0.60 0.16 36.4% 3.99
ATR 1.12 1.09 -0.04 -3.3% 0.00
Volume 4,750 15,881 11,131 234.3% 51,207
Daily Pivots for day following 31-Oct-2013
Classic Woodie Camarilla DeMark
R4 97.52 97.16 95.94
R3 96.92 96.56 95.78
R2 96.32 96.32 95.72
R1 95.96 95.96 95.67 95.84
PP 95.72 95.72 95.72 95.66
S1 95.36 95.36 95.56 95.24
S2 95.12 95.12 95.50
S3 94.52 94.76 95.45
S4 93.92 94.16 95.28
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 108.21 105.94 97.89
R3 104.22 101.95 96.80
R2 100.23 100.23 96.43
R1 97.96 97.96 96.07 97.10
PP 96.24 96.24 96.24 95.81
S1 93.97 93.97 95.33 93.11
S2 92.25 92.25 94.97
S3 88.26 89.98 94.60
S4 84.27 85.99 93.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.71 95.15 1.56 1.6% 0.71 0.7% 29% False False 8,274
10 99.00 94.51 4.49 4.7% 0.95 1.0% 24% False False 9,735
20 100.11 94.51 5.60 5.9% 1.05 1.1% 20% False False 8,656
40 100.38 94.51 5.87 6.1% 1.04 1.1% 19% False False 6,225
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.62
2.618 97.64
1.618 97.04
1.000 96.67
0.618 96.44
HIGH 96.07
0.618 95.84
0.500 95.77
0.382 95.70
LOW 95.47
0.618 95.10
1.000 94.87
1.618 94.50
2.618 93.90
4.250 92.92
Fisher Pivots for day following 31-Oct-2013
Pivot 1 day 3 day
R1 95.77 96.06
PP 95.72 95.91
S1 95.66 95.76

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

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