NYMEX Light Sweet Crude Oil Future June 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 98.69 98.20 -0.49 -0.5% 97.61
High 98.81 99.46 0.65 0.7% 99.00
Low 97.77 97.83 0.06 0.1% 96.71
Close 98.09 98.98 0.89 0.9% 98.47
Range 1.04 1.63 0.59 56.7% 2.29
ATR 1.35 1.37 0.02 1.5% 0.00
Volume 21,768 26,257 4,489 20.6% 120,358
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 103.65 102.94 99.88
R3 102.02 101.31 99.43
R2 100.39 100.39 99.28
R1 99.68 99.68 99.13 100.04
PP 98.76 98.76 98.76 98.93
S1 98.05 98.05 98.83 98.41
S2 97.13 97.13 98.68
S3 95.50 96.42 98.53
S4 93.87 94.79 98.08
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 104.93 103.99 99.73
R3 102.64 101.70 99.10
R2 100.35 100.35 98.89
R1 99.41 99.41 98.68 99.88
PP 98.06 98.06 98.06 98.30
S1 97.12 97.12 98.26 97.59
S2 95.77 95.77 98.05
S3 93.48 94.83 97.84
S4 91.19 92.54 97.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.46 97.24 2.22 2.2% 1.38 1.4% 78% True False 26,796
10 99.46 96.71 2.75 2.8% 1.34 1.4% 83% True False 25,107
20 99.46 95.31 4.15 4.2% 1.32 1.3% 88% True False 23,293
40 100.65 95.31 5.34 5.4% 1.36 1.4% 69% False False 22,250
60 100.65 93.99 6.66 6.7% 1.28 1.3% 75% False False 20,099
80 100.65 88.85 11.80 11.9% 1.21 1.2% 86% False False 21,487
100 100.65 88.11 12.54 12.7% 1.26 1.3% 87% False False 20,789
120 100.65 86.89 13.76 13.9% 1.30 1.3% 88% False False 19,342
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.39
2.618 103.73
1.618 102.10
1.000 101.09
0.618 100.47
HIGH 99.46
0.618 98.84
0.500 98.65
0.382 98.45
LOW 97.83
0.618 96.82
1.000 96.20
1.618 95.19
2.618 93.56
4.250 90.90
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 98.87 98.84
PP 98.76 98.70
S1 98.65 98.57

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

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