NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 25-Oct-2013
Day Change Summary
Previous Current
24-Oct-2013 25-Oct-2013 Change Change % Previous Week
Open 94.73 94.63 -0.10 -0.1% 97.83
High 95.25 95.42 0.17 0.2% 97.87
Low 93.95 94.46 0.51 0.5% 93.95
Close 94.53 95.10 0.57 0.6% 95.10
Range 1.30 0.96 -0.34 -26.2% 3.92
ATR 1.42 1.39 -0.03 -2.3% 0.00
Volume 51,890 35,686 -16,204 -31.2% 197,495
Daily Pivots for day following 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 97.87 97.45 95.63
R3 96.91 96.49 95.36
R2 95.95 95.95 95.28
R1 95.53 95.53 95.19 95.74
PP 94.99 94.99 94.99 95.10
S1 94.57 94.57 95.01 94.78
S2 94.03 94.03 94.92
S3 93.07 93.61 94.84
S4 92.11 92.65 94.57
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 107.40 105.17 97.26
R3 103.48 101.25 96.18
R2 99.56 99.56 95.82
R1 97.33 97.33 95.46 96.49
PP 95.64 95.64 95.64 95.22
S1 93.41 93.41 94.74 92.57
S2 91.72 91.72 94.38
S3 87.80 89.49 94.02
S4 83.88 85.57 92.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.87 93.95 3.92 4.1% 1.40 1.5% 29% False False 39,499
10 99.46 93.95 5.51 5.8% 1.38 1.4% 21% False False 36,251
20 99.46 93.95 5.51 5.8% 1.39 1.5% 21% False False 29,517
40 99.49 93.95 5.54 5.8% 1.37 1.4% 21% False False 25,283
60 100.65 93.95 6.70 7.0% 1.31 1.4% 17% False False 23,009
80 100.65 92.50 8.15 8.6% 1.23 1.3% 32% False False 23,110
100 100.65 88.11 12.54 13.2% 1.26 1.3% 56% False False 22,596
120 100.65 88.11 12.54 13.2% 1.28 1.3% 56% False False 21,059
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.27
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 99.50
2.618 97.93
1.618 96.97
1.000 96.38
0.618 96.01
HIGH 95.42
0.618 95.05
0.500 94.94
0.382 94.83
LOW 94.46
0.618 93.87
1.000 93.50
1.618 92.91
2.618 91.95
4.250 90.38
Fisher Pivots for day following 25-Oct-2013
Pivot 1 day 3 day
R1 95.05 95.18
PP 94.99 95.15
S1 94.94 95.13

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

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