NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 10-Oct-2013
Day Change Summary
Previous Current
09-Oct-2013 10-Oct-2013 Change Change % Previous Week
Open 98.55 97.31 -1.24 -1.3% 96.00
High 98.60 99.00 0.40 0.4% 98.04
Low 96.71 97.26 0.55 0.6% 95.31
Close 97.27 98.83 1.56 1.6% 98.04
Range 1.89 1.74 -0.15 -7.9% 2.73
ATR 1.34 1.37 0.03 2.1% 0.00
Volume 21,781 22,665 884 4.1% 107,476
Daily Pivots for day following 10-Oct-2013
Classic Woodie Camarilla DeMark
R4 103.58 102.95 99.79
R3 101.84 101.21 99.31
R2 100.10 100.10 99.15
R1 99.47 99.47 98.99 99.79
PP 98.36 98.36 98.36 98.52
S1 97.73 97.73 98.67 98.05
S2 96.62 96.62 98.51
S3 94.88 95.99 98.35
S4 93.14 94.25 97.87
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.32 104.41 99.54
R3 102.59 101.68 98.79
R2 99.86 99.86 98.54
R1 98.95 98.95 98.29 99.41
PP 97.13 97.13 97.13 97.36
S1 96.22 96.22 97.79 96.68
S2 94.40 94.40 97.54
S3 91.67 93.49 97.29
S4 88.94 90.76 96.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.00 96.71 2.29 2.3% 1.42 1.4% 93% True False 21,627
10 99.00 95.31 3.69 3.7% 1.38 1.4% 95% True False 20,944
20 99.22 95.31 3.91 4.0% 1.39 1.4% 90% False False 21,314
40 100.65 95.31 5.34 5.4% 1.32 1.3% 66% False False 21,091
60 100.65 93.99 6.66 6.7% 1.26 1.3% 73% False False 20,032
80 100.65 88.11 12.54 12.7% 1.25 1.3% 85% False False 21,013
100 100.65 88.11 12.54 12.7% 1.26 1.3% 85% False False 20,200
120 100.65 86.32 14.33 14.5% 1.31 1.3% 87% False False 18,723
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
4.250 106.40
2.618 103.56
1.618 101.82
1.000 100.74
0.618 100.08
HIGH 99.00
0.618 98.34
0.500 98.13
0.382 97.92
LOW 97.26
0.618 96.18
1.000 95.52
1.618 94.44
2.618 92.70
4.250 89.87
Fisher Pivots for day following 10-Oct-2013
Pivot 1 day 3 day
R1 98.60 98.51
PP 98.36 98.18
S1 98.13 97.86

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

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