NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 30-Oct-2013
Day Change Summary
Previous Current
29-Oct-2013 30-Oct-2013 Change Change % Previous Week
Open 95.02 94.92 -0.10 -0.1% 96.48
High 95.29 95.08 -0.21 -0.2% 96.76
Low 94.68 94.67 -0.01 0.0% 93.36
Close 95.15 94.74 -0.41 -0.4% 94.46
Range 0.61 0.41 -0.20 -32.8% 3.40
ATR 1.02 0.98 -0.04 -3.8% 0.00
Volume 2,828 2,946 118 4.2% 20,553
Daily Pivots for day following 30-Oct-2013
Classic Woodie Camarilla DeMark
R4 96.06 95.81 94.97
R3 95.65 95.40 94.85
R2 95.24 95.24 94.82
R1 94.99 94.99 94.78 94.91
PP 94.83 94.83 94.83 94.79
S1 94.58 94.58 94.70 94.50
S2 94.42 94.42 94.66
S3 94.01 94.17 94.63
S4 93.60 93.76 94.51
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 95.35 93.36 1.99 2.1% 0.74 0.8% 69% False False 3,435
10 97.78 93.36 4.42 4.7% 0.87 0.9% 31% False False 3,587
20 98.67 93.36 5.31 5.6% 0.87 0.9% 26% False False 2,991
40 98.67 93.36 5.31 5.6% 0.79 0.8% 26% False False 2,308
60 99.49 93.36 6.13 6.5% 0.76 0.8% 23% False False 2,228
80 99.49 93.36 6.13 6.5% 0.72 0.8% 23% False False 2,378
100 99.49 88.01 11.48 12.1% 0.64 0.7% 59% False False 2,421
120 99.49 88.01 11.48 12.1% 0.61 0.6% 59% False False 2,472
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 96.82
2.618 96.15
1.618 95.74
1.000 95.49
0.618 95.33
HIGH 95.08
0.618 94.92
0.500 94.88
0.382 94.83
LOW 94.67
0.618 94.42
1.000 94.26
1.618 94.01
2.618 93.60
4.250 92.93
Fisher Pivots for day following 30-Oct-2013
Pivot 1 day 3 day
R1 94.88 94.87
PP 94.83 94.82
S1 94.79 94.78

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

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