NYMEX Light Sweet Crude Oil Future July 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 97.95 97.81 -0.14 -0.1% 96.30
High 97.95 98.67 0.72 0.7% 98.04
Low 97.30 97.81 0.51 0.5% 95.98
Close 97.36 98.21 0.85 0.9% 97.71
Range 0.65 0.86 0.21 32.3% 2.06
ATR 0.98 1.00 0.02 2.4% 0.00
Volume 2,372 2,949 577 24.3% 10,940
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 100.81 100.37 98.68
R3 99.95 99.51 98.45
R2 99.09 99.09 98.37
R1 98.65 98.65 98.29 98.87
PP 98.23 98.23 98.23 98.34
S1 97.79 97.79 98.13 98.01
S2 97.37 97.37 98.05
S3 96.51 96.93 97.97
S4 95.65 96.07 97.74
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 103.42 102.63 98.84
R3 101.36 100.57 98.28
R2 99.30 99.30 98.09
R1 98.51 98.51 97.90 98.91
PP 97.24 97.24 97.24 97.44
S1 96.45 96.45 97.52 96.85
S2 95.18 95.18 97.33
S3 93.12 94.39 97.14
S4 91.06 92.33 96.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.67 96.84 1.83 1.9% 0.88 0.9% 75% True False 2,949
10 98.67 95.98 2.69 2.7% 0.87 0.9% 83% True False 2,394
20 98.67 94.70 3.97 4.0% 0.81 0.8% 88% True False 2,029
40 99.49 94.70 4.79 4.9% 0.79 0.8% 73% False False 2,005
60 99.49 93.82 5.67 5.8% 0.74 0.8% 77% False False 1,959
80 99.49 89.40 10.09 10.3% 0.65 0.7% 87% False False 2,243
100 99.49 88.01 11.48 11.7% 0.59 0.6% 89% False False 2,517
120 99.49 87.56 11.93 12.1% 0.55 0.6% 89% False False 2,244
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 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.33
2.618 100.92
1.618 100.06
1.000 99.53
0.618 99.20
HIGH 98.67
0.618 98.34
0.500 98.24
0.382 98.14
LOW 97.81
0.618 97.28
1.000 96.95
1.618 96.42
2.618 95.56
4.250 94.16
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 98.24 98.10
PP 98.23 97.99
S1 98.22 97.88

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

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