NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 06-Nov-2013
Day Change Summary
Previous Current
05-Nov-2013 06-Nov-2013 Change Change % Previous Week
Open 93.94 93.37 -0.57 -0.6% 95.13
High 94.03 94.59 0.56 0.6% 96.10
Low 92.87 93.26 0.39 0.4% 93.50
Close 93.06 94.09 1.03 1.1% 93.69
Range 1.16 1.33 0.17 14.7% 2.60
ATR 1.26 1.28 0.02 1.5% 0.00
Volume 27,049 34,117 7,068 26.1% 177,519
Daily Pivots for day following 06-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.97 97.36 94.82
R3 96.64 96.03 94.46
R2 95.31 95.31 94.33
R1 94.70 94.70 94.21 95.01
PP 93.98 93.98 93.98 94.13
S1 93.37 93.37 93.97 93.68
S2 92.65 92.65 93.85
S3 91.32 92.04 93.72
S4 89.99 90.71 93.36
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 102.23 100.56 95.12
R3 99.63 97.96 94.41
R2 97.03 97.03 94.17
R1 95.36 95.36 93.93 94.90
PP 94.43 94.43 94.43 94.20
S1 92.76 92.76 93.45 92.30
S2 91.83 91.83 93.21
S3 89.23 90.16 92.98
S4 86.63 87.56 92.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.63 92.87 2.76 2.9% 1.22 1.3% 44% False False 39,275
10 96.10 92.87 3.23 3.4% 1.09 1.2% 38% False False 36,564
20 99.46 92.87 6.59 7.0% 1.27 1.4% 19% False False 34,796
40 99.46 92.87 6.59 7.0% 1.31 1.4% 19% False False 27,962
60 100.65 92.87 7.78 8.3% 1.29 1.4% 16% False False 25,587
80 100.65 92.87 7.78 8.3% 1.25 1.3% 16% False False 23,666
100 100.65 88.11 12.54 13.3% 1.25 1.3% 48% False False 23,673
120 100.65 88.11 12.54 13.3% 1.26 1.3% 48% False False 22,587
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.24
2.618 98.07
1.618 96.74
1.000 95.92
0.618 95.41
HIGH 94.59
0.618 94.08
0.500 93.93
0.382 93.77
LOW 93.26
0.618 92.44
1.000 91.93
1.618 91.11
2.618 89.78
4.250 87.61
Fisher Pivots for day following 06-Nov-2013
Pivot 1 day 3 day
R1 94.04 93.97
PP 93.98 93.85
S1 93.93 93.73

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

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