NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 18-Oct-2013
Day Change Summary
Previous Current
17-Oct-2013 18-Oct-2013 Change Change % Previous Week
Open 97.78 97.33 -0.45 -0.5% 97.17
High 97.78 97.33 -0.45 -0.5% 98.67
Low 96.50 96.95 0.45 0.5% 96.50
Close 96.64 97.12 0.48 0.5% 97.12
Range 1.28 0.38 -0.90 -70.3% 2.17
ATR 1.05 1.02 -0.03 -2.5% 0.00
Volume 3,528 3,082 -446 -12.6% 15,339
Daily Pivots for day following 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 98.27 98.08 97.33
R3 97.89 97.70 97.22
R2 97.51 97.51 97.19
R1 97.32 97.32 97.15 97.23
PP 97.13 97.13 97.13 97.09
S1 96.94 96.94 97.09 96.85
S2 96.75 96.75 97.05
S3 96.37 96.56 97.02
S4 95.99 96.18 96.91
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 103.94 102.70 98.31
R3 101.77 100.53 97.72
R2 99.60 99.60 97.52
R1 98.36 98.36 97.32 97.90
PP 97.43 97.43 97.43 97.20
S1 96.19 96.19 96.92 95.73
S2 95.26 95.26 96.72
S3 93.09 94.02 96.52
S4 90.92 91.85 95.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.67 96.50 2.17 2.2% 0.82 0.8% 29% False False 3,067
10 98.67 95.98 2.69 2.8% 0.94 1.0% 42% False False 2,627
20 98.67 94.70 3.97 4.1% 0.81 0.8% 61% False False 2,115
40 99.49 94.70 4.79 4.9% 0.80 0.8% 51% False False 2,066
60 99.49 93.82 5.67 5.8% 0.73 0.8% 58% False False 1,975
80 99.49 90.26 9.23 9.5% 0.67 0.7% 74% False False 2,276
100 99.49 88.01 11.48 11.8% 0.61 0.6% 79% False False 2,568
120 99.49 87.56 11.93 12.3% 0.57 0.6% 80% False False 2,292
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 98.95
2.618 98.32
1.618 97.94
1.000 97.71
0.618 97.56
HIGH 97.33
0.618 97.18
0.500 97.14
0.382 97.10
LOW 96.95
0.618 96.72
1.000 96.57
1.618 96.34
2.618 95.96
4.250 95.34
Fisher Pivots for day following 18-Oct-2013
Pivot 1 day 3 day
R1 97.14 97.59
PP 97.13 97.43
S1 97.13 97.28

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

View Archives - Comment on this page... - Back to Index of Symbols