NYMEX Light Sweet Crude Oil Future June 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 93.23 94.12 0.89 1.0% 94.22
High 94.19 95.50 1.31 1.4% 94.70
Low 92.95 93.61 0.66 0.7% 92.21
Close 93.86 95.15 1.29 1.4% 93.12
Range 1.24 1.89 0.65 52.4% 2.49
ATR 1.28 1.33 0.04 3.4% 0.00
Volume 12,696 34,089 21,393 168.5% 123,522
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.42 99.68 96.19
R3 98.53 97.79 95.67
R2 96.64 96.64 95.50
R1 95.90 95.90 95.32 96.27
PP 94.75 94.75 94.75 94.94
S1 94.01 94.01 94.98 94.38
S2 92.86 92.86 94.80
S3 90.97 92.12 94.63
S4 89.08 90.23 94.11
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.81 99.46 94.49
R3 98.32 96.97 93.80
R2 95.83 95.83 93.58
R1 94.48 94.48 93.35 93.91
PP 93.34 93.34 93.34 93.06
S1 91.99 91.99 92.89 91.42
S2 90.85 90.85 92.66
S3 88.36 89.50 92.44
S4 85.87 87.01 91.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.50 92.21 3.29 3.5% 1.43 1.5% 89% True False 27,153
10 95.50 92.21 3.29 3.5% 1.31 1.4% 89% True False 29,104
20 95.50 92.21 3.29 3.5% 1.28 1.3% 89% True False 32,418
40 99.46 92.21 7.25 7.6% 1.28 1.3% 41% False False 33,301
60 99.46 92.21 7.25 7.6% 1.31 1.4% 41% False False 29,120
80 100.65 92.21 8.44 8.9% 1.28 1.3% 35% False False 26,928
100 100.65 92.21 8.44 8.9% 1.25 1.3% 35% False False 25,247
120 100.65 88.11 12.54 13.2% 1.25 1.3% 56% False False 24,978
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 0.25
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 103.53
2.618 100.45
1.618 98.56
1.000 97.39
0.618 96.67
HIGH 95.50
0.618 94.78
0.500 94.56
0.382 94.33
LOW 93.61
0.618 92.44
1.000 91.72
1.618 90.55
2.618 88.66
4.250 85.58
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 94.95 94.79
PP 94.75 94.43
S1 94.56 94.08

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

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