NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 94.15 94.21 0.06 0.1% 94.43
High 94.50 94.69 0.19 0.2% 95.63
Low 93.08 93.43 0.35 0.4% 93.22
Close 94.09 93.68 -0.41 -0.4% 94.84
Range 1.42 1.26 -0.16 -11.3% 2.41
ATR 1.56 1.54 -0.02 -1.4% 0.00
Volume 270,860 160,178 -110,682 -40.9% 1,106,058
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.71 96.96 94.37
R3 96.45 95.70 94.03
R2 95.19 95.19 93.91
R1 94.44 94.44 93.80 94.19
PP 93.93 93.93 93.93 93.81
S1 93.18 93.18 93.56 92.93
S2 92.67 92.67 93.45
S3 91.41 91.92 93.33
S4 90.15 90.66 92.99
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.79 100.73 96.17
R3 99.38 98.32 95.50
R2 96.97 96.97 95.28
R1 95.91 95.91 95.06 96.44
PP 94.56 94.56 94.56 94.83
S1 93.50 93.50 94.62 94.03
S2 92.15 92.15 94.40
S3 89.74 91.09 94.18
S4 87.33 88.68 93.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.63 93.08 2.55 2.7% 1.52 1.6% 24% False False 227,382
10 95.63 93.08 2.55 2.7% 1.44 1.5% 24% False False 194,566
20 98.03 93.08 4.95 5.3% 1.47 1.6% 12% False False 141,418
40 103.34 93.08 10.26 11.0% 1.58 1.7% 6% False False 104,933
60 106.38 93.08 13.30 14.2% 1.57 1.7% 5% False False 79,292
80 107.94 93.08 14.86 15.9% 1.60 1.7% 4% False False 64,813
100 107.94 93.08 14.86 15.9% 1.55 1.7% 4% False False 55,819
120 107.94 90.40 17.54 18.7% 1.53 1.6% 19% False False 48,731
Crabel Price Patterns
NR True
NR4 True
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 0.42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.05
2.618 97.99
1.618 96.73
1.000 95.95
0.618 95.47
HIGH 94.69
0.618 94.21
0.500 94.06
0.382 93.91
LOW 93.43
0.618 92.65
1.000 92.17
1.618 91.39
2.618 90.13
4.250 88.08
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 94.06 94.33
PP 93.93 94.11
S1 93.81 93.90

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

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