NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 31-Oct-2013
Day Change Summary
Previous Current
30-Oct-2013 31-Oct-2013 Change Change % Previous Week
Open 95.46 95.32 -0.14 -0.1% 97.83
High 95.74 95.63 -0.11 -0.1% 97.87
Low 95.05 94.74 -0.31 -0.3% 93.95
Close 95.34 95.08 -0.26 -0.3% 95.10
Range 0.69 0.89 0.20 29.0% 3.92
ATR 1.29 1.26 -0.03 -2.2% 0.00
Volume 24,322 49,014 24,692 101.5% 197,495
Daily Pivots for day following 31-Oct-2013
Classic Woodie Camarilla DeMark
R4 97.82 97.34 95.57
R3 96.93 96.45 95.32
R2 96.04 96.04 95.24
R1 95.56 95.56 95.16 95.36
PP 95.15 95.15 95.15 95.05
S1 94.67 94.67 95.00 94.47
S2 94.26 94.26 94.92
S3 93.37 93.78 94.84
S4 92.48 92.89 94.59
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 96.10 94.46 1.64 1.7% 0.87 0.9% 38% False False 33,278
10 98.32 93.95 4.37 4.6% 1.14 1.2% 26% False False 37,172
20 99.46 93.95 5.51 5.8% 1.28 1.3% 21% False False 31,701
40 99.49 93.95 5.54 5.8% 1.31 1.4% 20% False False 26,394
60 100.65 93.95 6.70 7.0% 1.28 1.4% 17% False False 24,166
80 100.65 93.95 6.70 7.0% 1.23 1.3% 17% False False 23,415
100 100.65 88.11 12.54 13.2% 1.24 1.3% 56% False False 22,887
120 100.65 88.11 12.54 13.2% 1.26 1.3% 56% False False 21,749
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.41
2.618 97.96
1.618 97.07
1.000 96.52
0.618 96.18
HIGH 95.63
0.618 95.29
0.500 95.19
0.382 95.08
LOW 94.74
0.618 94.19
1.000 93.85
1.618 93.30
2.618 92.41
4.250 90.96
Fisher Pivots for day following 31-Oct-2013
Pivot 1 day 3 day
R1 95.19 95.36
PP 95.15 95.26
S1 95.12 95.17

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

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