NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 94.12 95.50 1.38 1.5% 94.22
High 95.50 96.30 0.80 0.8% 94.70
Low 93.61 95.31 1.70 1.8% 92.21
Close 95.15 96.14 0.99 1.0% 93.12
Range 1.89 0.99 -0.90 -47.6% 2.49
ATR 1.33 1.31 -0.01 -0.9% 0.00
Volume 34,089 71,121 37,032 108.6% 123,522
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 98.89 98.50 96.68
R3 97.90 97.51 96.41
R2 96.91 96.91 96.32
R1 96.52 96.52 96.23 96.72
PP 95.92 95.92 95.92 96.01
S1 95.53 95.53 96.05 95.73
S2 94.93 94.93 95.96
S3 93.94 94.54 95.87
S4 92.95 93.55 95.60
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 96.30 92.21 4.09 4.3% 1.43 1.5% 96% True False 34,202
10 96.30 92.21 4.09 4.3% 1.34 1.4% 96% True False 33,404
20 96.30 92.21 4.09 4.3% 1.27 1.3% 96% True False 34,622
40 99.46 92.21 7.25 7.5% 1.28 1.3% 54% False False 34,400
60 99.46 92.21 7.25 7.5% 1.30 1.3% 54% False False 29,954
80 100.65 92.21 8.44 8.8% 1.28 1.3% 47% False False 27,615
100 100.65 92.21 8.44 8.8% 1.25 1.3% 47% False False 25,694
120 100.65 88.11 12.54 13.0% 1.25 1.3% 64% False False 25,468
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.24
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 100.51
2.618 98.89
1.618 97.90
1.000 97.29
0.618 96.91
HIGH 96.30
0.618 95.92
0.500 95.81
0.382 95.69
LOW 95.31
0.618 94.70
1.000 94.32
1.618 93.71
2.618 92.72
4.250 91.10
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 96.03 95.64
PP 95.92 95.13
S1 95.81 94.63

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

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