NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 96.48 96.52 0.04 0.0% 97.17
High 96.76 96.56 -0.20 -0.2% 98.67
Low 96.21 95.51 -0.70 -0.7% 96.50
Close 96.29 95.61 -0.68 -0.7% 97.12
Range 0.55 1.05 0.50 90.9% 2.17
ATR 1.02 1.02 0.00 0.2% 0.00
Volume 3,899 2,734 -1,165 -29.9% 15,339
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 99.04 98.38 96.19
R3 97.99 97.33 95.90
R2 96.94 96.94 95.80
R1 96.28 96.28 95.71 96.09
PP 95.89 95.89 95.89 95.80
S1 95.23 95.23 95.51 95.04
S2 94.84 94.84 95.42
S3 93.79 94.18 95.32
S4 92.74 93.13 95.03
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 95.51 3.16 3.3% 0.82 0.9% 3% False True 3,238
10 98.67 95.51 3.16 3.3% 0.93 1.0% 3% False True 2,970
20 98.67 94.70 3.97 4.2% 0.83 0.9% 23% False False 2,340
40 99.49 94.70 4.79 5.0% 0.81 0.8% 19% False False 2,161
60 99.49 93.82 5.67 5.9% 0.74 0.8% 32% False False 2,039
80 99.49 90.41 9.08 9.5% 0.68 0.7% 57% False False 2,297
100 99.49 88.01 11.48 12.0% 0.60 0.6% 66% False False 2,614
120 99.49 88.01 11.48 12.0% 0.58 0.6% 66% False False 2,330
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 0.07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.02
2.618 99.31
1.618 98.26
1.000 97.61
0.618 97.21
HIGH 96.56
0.618 96.16
0.500 96.04
0.382 95.91
LOW 95.51
0.618 94.86
1.000 94.46
1.618 93.81
2.618 92.76
4.250 91.05
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 96.04 96.42
PP 95.89 96.15
S1 95.75 95.88

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

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