NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 94.63 95.13 0.50 0.5% 97.83
High 95.42 96.10 0.68 0.7% 97.87
Low 94.46 94.92 0.46 0.5% 93.95
Close 95.10 96.03 0.93 1.0% 95.10
Range 0.96 1.18 0.22 22.9% 3.92
ATR 1.39 1.37 -0.01 -1.1% 0.00
Volume 35,686 27,024 -8,662 -24.3% 197,495
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 99.22 98.81 96.68
R3 98.04 97.63 96.35
R2 96.86 96.86 96.25
R1 96.45 96.45 96.14 96.66
PP 95.68 95.68 95.68 95.79
S1 95.27 95.27 95.92 95.48
S2 94.50 94.50 95.81
S3 93.32 94.09 95.71
S4 92.14 92.91 95.38
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 97.50 93.95 3.55 3.7% 1.38 1.4% 59% False False 38,512
10 99.46 93.95 5.51 5.7% 1.37 1.4% 38% False False 35,892
20 99.46 93.95 5.51 5.7% 1.37 1.4% 38% False False 29,778
40 99.49 93.95 5.54 5.8% 1.36 1.4% 38% False False 25,323
60 100.65 93.95 6.70 7.0% 1.31 1.4% 31% False False 23,006
80 100.65 93.43 7.22 7.5% 1.23 1.3% 36% False False 22,947
100 100.65 88.11 12.54 13.1% 1.26 1.3% 63% False False 22,651
120 100.65 88.11 12.54 13.1% 1.28 1.3% 63% False False 21,196
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.12
2.618 99.19
1.618 98.01
1.000 97.28
0.618 96.83
HIGH 96.10
0.618 95.65
0.500 95.51
0.382 95.37
LOW 94.92
0.618 94.19
1.000 93.74
1.618 93.01
2.618 91.83
4.250 89.91
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 95.86 95.70
PP 95.68 95.36
S1 95.51 95.03

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

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