NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 93.97 93.09 -0.88 -0.9% 93.20
High 94.12 93.31 -0.81 -0.9% 94.66
Low 92.97 92.95 -0.02 0.0% 92.57
Close 93.20 93.06 -0.14 -0.2% 94.07
Range 1.15 0.36 -0.79 -68.7% 2.09
ATR 0.99 0.94 -0.04 -4.5% 0.00
Volume 3,699 8,991 5,292 143.1% 38,717
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 94.19 93.98 93.26
R3 93.83 93.62 93.16
R2 93.47 93.47 93.13
R1 93.26 93.26 93.09 93.19
PP 93.11 93.11 93.11 93.07
S1 92.90 92.90 93.03 92.83
S2 92.75 92.75 92.99
S3 92.39 92.54 92.96
S4 92.03 92.18 92.86
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.04 99.14 95.22
R3 97.95 97.05 94.64
R2 95.86 95.86 94.45
R1 94.96 94.96 94.26 95.41
PP 93.77 93.77 93.77 93.99
S1 92.87 92.87 93.88 93.32
S2 91.68 91.68 93.69
S3 89.59 90.78 93.50
S4 87.50 88.69 92.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.66 92.95 1.71 1.8% 0.81 0.9% 6% False True 8,088
10 94.66 92.57 2.09 2.2% 0.88 0.9% 23% False False 6,631
20 95.61 92.50 3.11 3.3% 0.91 1.0% 18% False False 5,650
40 98.67 92.50 6.17 6.6% 0.87 0.9% 9% False False 3,995
60 99.49 92.50 6.99 7.5% 0.84 0.9% 8% False False 3,324
80 99.49 92.50 6.99 7.5% 0.78 0.8% 8% False False 2,942
100 99.49 90.41 9.08 9.8% 0.72 0.8% 29% False False 2,967
120 99.49 88.01 11.48 12.3% 0.65 0.7% 44% False False 3,120
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.84
2.618 94.25
1.618 93.89
1.000 93.67
0.618 93.53
HIGH 93.31
0.618 93.17
0.500 93.13
0.382 93.09
LOW 92.95
0.618 92.73
1.000 92.59
1.618 92.37
2.618 92.01
4.250 91.42
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 93.13 93.57
PP 93.11 93.40
S1 93.08 93.23

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

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