NYMEX Light Sweet Crude Oil Future July 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 93.49 92.73 -0.76 -0.8% 94.52
High 93.49 93.83 0.34 0.4% 95.35
Low 92.50 92.73 0.23 0.2% 93.01
Close 92.58 93.53 0.95 1.0% 93.13
Range 0.99 1.10 0.11 11.1% 2.34
ATR 0.98 1.00 0.02 2.0% 0.00
Volume 3,898 4,008 110 2.8% 22,859
Daily Pivots for day following 06-Nov-2013
Classic Woodie Camarilla DeMark
R4 96.66 96.20 94.14
R3 95.56 95.10 93.83
R2 94.46 94.46 93.73
R1 94.00 94.00 93.63 94.23
PP 93.36 93.36 93.36 93.48
S1 92.90 92.90 93.43 93.13
S2 92.26 92.26 93.33
S3 91.16 91.80 93.23
S4 90.06 90.70 92.93
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.85 99.33 94.42
R3 98.51 96.99 93.77
R2 96.17 96.17 93.56
R1 94.65 94.65 93.34 94.24
PP 93.83 93.83 93.83 93.63
S1 92.31 92.31 92.92 91.90
S2 91.49 91.49 92.70
S3 89.15 89.97 92.49
S4 86.81 87.63 91.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.76 92.50 2.26 2.4% 0.99 1.1% 46% False False 5,612
10 95.35 92.50 2.85 3.0% 0.87 0.9% 36% False False 4,524
20 98.67 92.50 6.17 6.6% 0.90 1.0% 17% False False 3,934
40 98.67 92.50 6.17 6.6% 0.84 0.9% 17% False False 2,751
60 99.49 92.50 6.99 7.5% 0.79 0.8% 15% False False 2,529
80 99.49 92.50 6.99 7.5% 0.76 0.8% 15% False False 2,515
100 99.49 88.01 11.48 12.3% 0.68 0.7% 48% False False 2,540
120 99.49 88.01 11.48 12.3% 0.62 0.7% 48% False False 2,661
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 0.15
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.51
2.618 96.71
1.618 95.61
1.000 94.93
0.618 94.51
HIGH 93.83
0.618 93.41
0.500 93.28
0.382 93.15
LOW 92.73
0.618 92.05
1.000 91.63
1.618 90.95
2.618 89.85
4.250 88.06
Fisher Pivots for day following 06-Nov-2013
Pivot 1 day 3 day
R1 93.45 93.41
PP 93.36 93.29
S1 93.28 93.17

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

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