NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 93.29 93.20 -0.09 -0.1% 93.22
High 93.44 94.00 0.56 0.6% 93.83
Low 93.14 93.20 0.06 0.1% 92.50
Close 93.44 94.00 0.56 0.6% 93.44
Range 0.30 0.80 0.50 166.7% 1.33
ATR 0.95 0.94 -0.01 -1.1% 0.00
Volume 5,473 6,774 1,301 23.8% 24,815
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 96.13 95.87 94.44
R3 95.33 95.07 94.22
R2 94.53 94.53 94.15
R1 94.27 94.27 94.07 94.40
PP 93.73 93.73 93.73 93.80
S1 93.47 93.47 93.93 93.60
S2 92.93 92.93 93.85
S3 92.13 92.67 93.78
S4 91.33 91.87 93.56
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.25 96.67 94.17
R3 95.92 95.34 93.81
R2 94.59 94.59 93.68
R1 94.01 94.01 93.56 94.30
PP 93.26 93.26 93.26 93.40
S1 92.68 92.68 93.32 92.97
S2 91.93 91.93 93.20
S3 90.60 91.35 93.07
S4 89.27 90.02 92.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.00 92.50 1.50 1.6% 0.82 0.9% 100% True False 5,116
10 95.29 92.50 2.79 3.0% 0.80 0.9% 54% False False 5,151
20 98.67 92.50 6.17 6.6% 0.86 0.9% 24% False False 4,346
40 98.67 92.50 6.17 6.6% 0.86 0.9% 24% False False 3,123
60 99.49 92.50 6.99 7.4% 0.80 0.9% 21% False False 2,742
80 99.49 92.50 6.99 7.4% 0.76 0.8% 21% False False 2,564
100 99.49 88.01 11.48 12.2% 0.69 0.7% 52% False False 2,663
120 99.49 88.01 11.48 12.2% 0.63 0.7% 52% False False 2,789
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 0.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.40
2.618 96.09
1.618 95.29
1.000 94.80
0.618 94.49
HIGH 94.00
0.618 93.69
0.500 93.60
0.382 93.51
LOW 93.20
0.618 92.71
1.000 92.40
1.618 91.91
2.618 91.11
4.250 89.80
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 93.87 93.81
PP 93.73 93.61
S1 93.60 93.42

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

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