NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 96.36 94.73 -1.63 -1.7% 98.31
High 96.40 95.25 -1.15 -1.2% 99.46
Low 94.35 93.95 -0.40 -0.4% 96.91
Close 94.60 94.53 -0.07 -0.1% 97.84
Range 2.05 1.30 -0.75 -36.6% 2.55
ATR 1.43 1.42 -0.01 -0.7% 0.00
Volume 50,404 51,890 1,486 2.9% 165,016
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 98.48 97.80 95.25
R3 97.18 96.50 94.89
R2 95.88 95.88 94.77
R1 95.20 95.20 94.65 94.89
PP 94.58 94.58 94.58 94.42
S1 93.90 93.90 94.41 93.59
S2 93.28 93.28 94.29
S3 91.98 92.60 94.17
S4 90.68 91.30 93.82
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.72 104.33 99.24
R3 103.17 101.78 98.54
R2 100.62 100.62 98.31
R1 99.23 99.23 98.07 98.65
PP 98.07 98.07 98.07 97.78
S1 96.68 96.68 97.61 96.10
S2 95.52 95.52 97.37
S3 92.97 94.13 97.14
S4 90.42 91.58 96.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.32 93.95 4.37 4.6% 1.40 1.5% 13% False True 41,066
10 99.46 93.95 5.51 5.8% 1.41 1.5% 11% False True 35,950
20 99.46 93.95 5.51 5.8% 1.40 1.5% 11% False True 28,447
40 99.49 93.95 5.54 5.9% 1.39 1.5% 10% False True 25,134
60 100.65 93.95 6.70 7.1% 1.32 1.4% 9% False True 22,632
80 100.65 92.47 8.18 8.7% 1.24 1.3% 25% False False 23,154
100 100.65 88.11 12.54 13.3% 1.26 1.3% 51% False False 22,558
120 100.65 88.11 12.54 13.3% 1.28 1.4% 51% False False 20,836
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 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.78
2.618 98.65
1.618 97.35
1.000 96.55
0.618 96.05
HIGH 95.25
0.618 94.75
0.500 94.60
0.382 94.45
LOW 93.95
0.618 93.15
1.000 92.65
1.618 91.85
2.618 90.55
4.250 88.43
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 94.60 95.73
PP 94.58 95.33
S1 94.55 94.93

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

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