NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 06-Nov-2013
Day Change Summary
Previous Current
05-Nov-2013 06-Nov-2013 Change Change % Previous Week
Open 94.82 94.07 -0.75 -0.8% 97.95
High 95.22 95.74 0.52 0.5% 98.96
Low 93.43 94.00 0.57 0.6% 94.69
Close 93.73 95.13 1.40 1.5% 94.96
Range 1.79 1.74 -0.05 -2.8% 4.27
ATR 1.60 1.63 0.03 1.8% 0.00
Volume 70,984 72,805 1,821 2.6% 324,304
Daily Pivots for day following 06-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.18 99.39 96.09
R3 98.44 97.65 95.61
R2 96.70 96.70 95.45
R1 95.91 95.91 95.29 96.31
PP 94.96 94.96 94.96 95.15
S1 94.17 94.17 94.97 94.57
S2 93.22 93.22 94.81
S3 91.48 92.43 94.65
S4 89.74 90.69 94.17
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 109.01 106.26 97.31
R3 104.74 101.99 96.13
R2 100.47 100.47 95.74
R1 97.72 97.72 95.35 96.96
PP 96.20 96.20 96.20 95.83
S1 93.45 93.45 94.57 92.69
S2 91.93 91.93 94.18
S3 87.66 89.18 93.79
S4 83.39 84.91 92.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.28 93.43 3.85 4.0% 1.55 1.6% 44% False False 81,986
10 98.96 93.43 5.53 5.8% 1.38 1.5% 31% False False 73,045
20 102.99 93.43 9.56 10.0% 1.62 1.7% 18% False False 74,406
40 105.15 93.43 11.72 12.3% 1.63 1.7% 15% False False 56,576
60 107.94 93.43 14.51 15.3% 1.64 1.7% 12% False False 44,903
80 107.94 93.43 14.51 15.3% 1.60 1.7% 12% False False 38,085
100 107.94 90.40 17.54 18.4% 1.56 1.6% 27% False False 34,247
120 107.94 90.35 17.59 18.5% 1.53 1.6% 27% False False 29,627
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.14
2.618 100.30
1.618 98.56
1.000 97.48
0.618 96.82
HIGH 95.74
0.618 95.08
0.500 94.87
0.382 94.66
LOW 94.00
0.618 92.92
1.000 92.26
1.618 91.18
2.618 89.44
4.250 86.61
Fisher Pivots for day following 06-Nov-2013
Pivot 1 day 3 day
R1 95.04 94.95
PP 94.96 94.77
S1 94.87 94.59

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

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