NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 93.40 93.09 -0.31 -0.3% 93.22
High 94.21 94.10 -0.11 -0.1% 93.83
Low 92.57 93.09 0.52 0.6% 92.50
Close 92.79 93.90 1.11 1.2% 93.44
Range 1.64 1.01 -0.63 -38.4% 1.33
ATR 0.99 1.01 0.02 2.3% 0.00
Volume 4,191 6,573 2,382 56.8% 24,815
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 96.73 96.32 94.46
R3 95.72 95.31 94.18
R2 94.71 94.71 94.09
R1 94.30 94.30 93.99 94.51
PP 93.70 93.70 93.70 93.80
S1 93.29 93.29 93.81 93.50
S2 92.69 92.69 93.71
S3 91.68 92.28 93.62
S4 90.67 91.27 93.34
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 94.21 92.57 1.64 1.7% 0.94 1.0% 81% False False 5,687
10 94.76 92.50 2.26 2.4% 0.97 1.0% 62% False False 5,650
20 97.78 92.50 5.28 5.6% 0.92 1.0% 27% False False 4,618
40 98.67 92.50 6.17 6.6% 0.86 0.9% 23% False False 3,323
60 99.49 92.50 6.99 7.4% 0.83 0.9% 20% False False 2,876
80 99.49 92.50 6.99 7.4% 0.78 0.8% 20% False False 2,624
100 99.49 89.40 10.09 10.7% 0.71 0.8% 45% False False 2,718
120 99.49 88.01 11.48 12.2% 0.65 0.7% 51% False False 2,868
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.39
2.618 96.74
1.618 95.73
1.000 95.11
0.618 94.72
HIGH 94.10
0.618 93.71
0.500 93.60
0.382 93.48
LOW 93.09
0.618 92.47
1.000 92.08
1.618 91.46
2.618 90.45
4.250 88.80
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 93.80 93.73
PP 93.70 93.56
S1 93.60 93.39

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

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