NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 94.82 94.91 0.09 0.1% 95.00
High 95.34 95.73 0.39 0.4% 95.80
Low 94.39 94.59 0.20 0.2% 93.74
Close 95.08 95.59 0.51 0.5% 95.08
Range 0.95 1.14 0.19 20.0% 2.06
ATR 1.40 1.38 -0.02 -1.3% 0.00
Volume 41,690 27,251 -14,439 -34.6% 189,300
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.72 98.30 96.22
R3 97.58 97.16 95.90
R2 96.44 96.44 95.80
R1 96.02 96.02 95.69 96.23
PP 95.30 95.30 95.30 95.41
S1 94.88 94.88 95.49 95.09
S2 94.16 94.16 95.38
S3 93.02 93.74 95.28
S4 91.88 92.60 94.96
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.05 100.13 96.21
R3 98.99 98.07 95.65
R2 96.93 96.93 95.46
R1 96.01 96.01 95.27 96.47
PP 94.87 94.87 94.87 95.11
S1 93.95 93.95 94.89 94.41
S2 92.81 92.81 94.70
S3 90.75 91.89 94.51
S4 88.69 89.83 93.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.80 93.74 2.06 2.2% 1.31 1.4% 90% False False 35,177
10 97.95 93.74 4.21 4.4% 1.20 1.3% 44% False False 37,553
20 101.81 93.74 8.07 8.4% 1.36 1.4% 23% False False 38,387
40 102.29 93.74 8.55 8.9% 1.43 1.5% 22% False False 32,372
60 104.37 93.74 10.63 11.1% 1.41 1.5% 17% False False 26,572
80 104.37 93.74 10.63 11.1% 1.36 1.4% 17% False False 22,666
100 104.37 89.48 14.89 15.6% 1.32 1.4% 41% False False 21,080
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.58
2.618 98.71
1.618 97.57
1.000 96.87
0.618 96.43
HIGH 95.73
0.618 95.29
0.500 95.16
0.382 95.03
LOW 94.59
0.618 93.89
1.000 93.45
1.618 92.75
2.618 91.61
4.250 89.75
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 95.45 95.41
PP 95.30 95.22
S1 95.16 95.04

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

View Archives - Comment on this page... - Back to Index of Symbols