NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 92.71 93.86 1.15 1.2% 94.15
High 94.08 96.96 2.88 3.1% 94.69
Low 92.56 93.67 1.11 1.2% 91.77
Close 93.82 96.04 2.22 2.4% 92.72
Range 1.52 3.29 1.77 116.4% 2.92
ATR 1.58 1.70 0.12 7.7% 0.00
Volume 234,800 319,271 84,471 36.0% 805,121
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 105.43 104.02 97.85
R3 102.14 100.73 96.94
R2 98.85 98.85 96.64
R1 97.44 97.44 96.34 98.15
PP 95.56 95.56 95.56 95.91
S1 94.15 94.15 95.74 94.86
S2 92.27 92.27 95.44
S3 88.98 90.86 95.14
S4 85.69 87.57 94.23
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.82 100.19 94.33
R3 98.90 97.27 93.52
R2 95.98 95.98 93.26
R1 94.35 94.35 92.99 93.71
PP 93.06 93.06 93.06 92.74
S1 91.43 91.43 92.45 90.79
S2 90.14 90.14 92.18
S3 87.22 88.51 91.92
S4 84.30 85.59 91.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.96 91.77 5.19 5.4% 1.95 2.0% 82% True False 217,666
10 96.96 91.77 5.19 5.4% 1.70 1.8% 82% True False 232,811
20 96.96 91.77 5.19 5.4% 1.62 1.7% 82% True False 172,139
40 103.34 91.77 11.57 12.0% 1.62 1.7% 37% False False 122,893
60 105.15 91.77 13.38 13.9% 1.62 1.7% 32% False False 93,522
80 107.94 91.77 16.17 16.8% 1.62 1.7% 26% False False 75,450
100 107.94 91.77 16.17 16.8% 1.59 1.7% 26% False False 63,794
120 107.94 90.40 17.54 18.3% 1.57 1.6% 32% False False 56,185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 110.94
2.618 105.57
1.618 102.28
1.000 100.25
0.618 98.99
HIGH 96.96
0.618 95.70
0.500 95.32
0.382 94.93
LOW 93.67
0.618 91.64
1.000 90.38
1.618 88.35
2.618 85.06
4.250 79.69
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 95.80 95.53
PP 95.56 95.02
S1 95.32 94.51

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

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