NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 94.07 95.24 1.17 1.2% 97.95
High 95.74 95.65 -0.09 -0.1% 98.96
Low 94.00 94.16 0.16 0.2% 94.69
Close 95.13 94.54 -0.59 -0.6% 94.96
Range 1.74 1.49 -0.25 -14.4% 4.27
ATR 1.63 1.62 -0.01 -0.6% 0.00
Volume 72,805 94,393 21,588 29.7% 324,304
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 99.25 98.39 95.36
R3 97.76 96.90 94.95
R2 96.27 96.27 94.81
R1 95.41 95.41 94.68 95.10
PP 94.78 94.78 94.78 94.63
S1 93.92 93.92 94.40 93.61
S2 93.29 93.29 94.27
S3 91.80 92.43 94.13
S4 90.31 90.94 93.72
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 96.93 93.43 3.50 3.7% 1.65 1.7% 32% False False 81,071
10 98.96 93.43 5.53 5.8% 1.36 1.4% 20% False False 72,589
20 102.99 93.43 9.56 10.1% 1.58 1.7% 12% False False 75,842
40 105.15 93.43 11.72 12.4% 1.63 1.7% 9% False False 58,432
60 107.94 93.43 14.51 15.3% 1.64 1.7% 8% False False 46,173
80 107.94 93.43 14.51 15.3% 1.60 1.7% 8% False False 39,105
100 107.94 90.40 17.54 18.6% 1.57 1.7% 24% False False 35,121
120 107.94 90.35 17.59 18.6% 1.53 1.6% 24% False False 30,371
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 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.98
2.618 99.55
1.618 98.06
1.000 97.14
0.618 96.57
HIGH 95.65
0.618 95.08
0.500 94.91
0.382 94.73
LOW 94.16
0.618 93.24
1.000 92.67
1.618 91.75
2.618 90.26
4.250 87.83
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 94.91 94.59
PP 94.78 94.57
S1 94.66 94.56

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

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