NYMEX Light Sweet Crude Oil Future May 2014

Trading Metrics calculated at close of trading on 29-Nov-2013

Day Change Summary
	Previous	Current
	27-Nov-2013	29-Nov-2013	Change	Change %	Previous Week
Open	93.87	92.98	-0.89	-0.9%	93.94
High	93.99	94.27	0.28	0.3%	94.99
Low	92.38	92.76	0.38	0.4%	92.38
Close	92.92	93.29	0.37	0.4%	93.29
Range	1.61	1.51	-0.10	-6.2%	2.61
ATR	1.21	1.23	0.02	1.8%	0.00
Volume	7,381	8,755	1,374	18.6%	37,890

Daily Pivots for day following 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.97	97.14	94.12
R3	96.46	95.63	93.71
R2	94.95	94.95	93.57
R1	94.12	94.12	93.43	94.54
PP	93.44	93.44	93.44	93.65
S1	92.61	92.61	93.15	93.03
S2	91.93	91.93	93.01
S3	90.42	91.10	92.87
S4	88.91	89.59	92.46

Weekly Pivots for week ending 29-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	101.38	99.95	94.73
R3	98.77	97.34	94.01
R2	96.16	96.16	93.77
R1	94.73	94.73	93.53	94.14
PP	93.55	93.55	93.55	93.26
S1	92.12	92.12	93.05	91.53
S2	90.94	90.94	92.81
S3	88.33	89.51	92.57
S4	85.72	86.90	91.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.57	92.38	3.19	3.4%	1.35	1.4%	29%	False	False	9,789
10	95.57	92.38	3.19	3.4%	1.19	1.3%	29%	False	False	11,056
20	95.58	92.38	3.20	3.4%	1.19	1.3%	28%	False	False	11,566
40	100.11	92.38	7.73	8.3%	1.12	1.2%	12%	False	False	10,111
60	100.38	92.38	8.00	8.6%	1.09	1.2%	11%	False	False	8,005

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	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.69
2.618	98.22
1.618	96.71
1.000	95.78
0.618	95.20
HIGH	94.27
0.618	93.69
0.500	93.52
0.382	93.34
LOW	92.76
0.618	91.83
1.000	91.25
1.618	90.32
2.618	88.81
4.250	86.34

Fisher Pivots for day following 29-Nov-2013
Pivot	1 day	3 day
R1	93.52	93.69
PP	93.44	93.55
S1	93.37	93.42

Download as Excel Spreadsheet

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

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