NYMEX Light Sweet Crude Oil Future July 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 94.13 94.52 0.39 0.4% 96.48
High 94.57 95.35 0.78 0.8% 96.76
Low 94.13 94.38 0.25 0.3% 93.36
Close 94.46 95.34 0.88 0.9% 94.46
Range 0.44 0.97 0.53 120.5% 3.40
ATR 1.05 1.05 -0.01 -0.6% 0.00
Volume 3,885 2,936 -949 -24.4% 20,553
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 97.93 97.61 95.87
R3 96.96 96.64 95.61
R2 95.99 95.99 95.52
R1 95.67 95.67 95.43 95.83
PP 95.02 95.02 95.02 95.11
S1 94.70 94.70 95.25 94.86
S2 94.05 94.05 95.16
S3 93.08 93.73 95.07
S4 92.11 92.76 94.81
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.06 103.16 96.33
R3 101.66 99.76 95.40
R2 98.26 98.26 95.08
R1 96.36 96.36 94.77 95.61
PP 94.86 94.86 94.86 94.49
S1 92.96 92.96 94.15 92.21
S2 91.46 91.46 93.84
S3 88.06 89.56 93.53
S4 84.66 86.16 92.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.56 93.36 3.20 3.4% 1.09 1.1% 62% False False 3,918
10 98.67 93.36 5.31 5.6% 0.92 1.0% 37% False False 3,542
20 98.67 93.36 5.31 5.6% 0.94 1.0% 37% False False 2,902
40 98.67 93.36 5.31 5.6% 0.82 0.9% 37% False False 2,318
60 99.49 93.36 6.13 6.4% 0.77 0.8% 32% False False 2,200
80 99.49 92.95 6.54 6.9% 0.72 0.8% 37% False False 2,364
100 99.49 88.01 11.48 12.0% 0.63 0.7% 64% False False 2,532
120 99.49 88.01 11.48 12.0% 0.62 0.6% 64% False False 2,446
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 99.47
2.618 97.89
1.618 96.92
1.000 96.32
0.618 95.95
HIGH 95.35
0.618 94.98
0.500 94.87
0.382 94.75
LOW 94.38
0.618 93.78
1.000 93.41
1.618 92.81
2.618 91.84
4.250 90.26
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 95.18 95.01
PP 95.02 94.68
S1 94.87 94.36

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

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