NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 94.52 95.02 0.50 0.5% 96.48
High 95.35 95.29 -0.06 -0.1% 96.76
Low 94.38 94.68 0.30 0.3% 93.36
Close 95.34 95.15 -0.19 -0.2% 94.46
Range 0.97 0.61 -0.36 -37.1% 3.40
ATR 1.05 1.02 -0.03 -2.6% 0.00
Volume 2,936 2,828 -108 -3.7% 20,553
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 96.87 96.62 95.49
R3 96.26 96.01 95.32
R2 95.65 95.65 95.26
R1 95.40 95.40 95.21 95.53
PP 95.04 95.04 95.04 95.10
S1 94.79 94.79 95.09 94.92
S2 94.43 94.43 95.04
S3 93.82 94.18 94.98
S4 93.21 93.57 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 95.61 93.36 2.25 2.4% 1.00 1.1% 80% False False 3,936
10 98.67 93.36 5.31 5.6% 0.91 1.0% 34% False False 3,587
20 98.67 93.36 5.31 5.6% 0.93 1.0% 34% False False 2,953
40 98.67 93.36 5.31 5.6% 0.80 0.8% 34% False False 2,317
60 99.49 93.36 6.13 6.4% 0.77 0.8% 29% False False 2,212
80 99.49 93.36 6.13 6.4% 0.72 0.8% 29% False False 2,375
100 99.49 88.01 11.48 12.1% 0.64 0.7% 62% False False 2,476
120 99.49 88.01 11.48 12.1% 0.62 0.7% 62% False False 2,454
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.88
2.618 96.89
1.618 96.28
1.000 95.90
0.618 95.67
HIGH 95.29
0.618 95.06
0.500 94.99
0.382 94.91
LOW 94.68
0.618 94.30
1.000 94.07
1.618 93.69
2.618 93.08
4.250 92.09
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 95.10 95.01
PP 95.04 94.88
S1 94.99 94.74

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

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