NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 94.52 94.47 -0.05 -0.1% 97.88
High 95.11 94.90 -0.21 -0.2% 98.82
Low 94.06 93.07 -0.99 -1.1% 94.36
Close 94.62 93.37 -1.25 -1.3% 94.61
Range 1.05 1.83 0.78 74.3% 4.46
ATR 1.66 1.68 0.01 0.7% 0.00
Volume 219,109 226,454 7,345 3.4% 1,219,075
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 99.27 98.15 94.38
R3 97.44 96.32 93.87
R2 95.61 95.61 93.71
R1 94.49 94.49 93.54 94.14
PP 93.78 93.78 93.78 93.60
S1 92.66 92.66 93.20 92.31
S2 91.95 91.95 93.03
S3 90.12 90.83 92.87
S4 88.29 89.00 92.36
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 109.31 106.42 97.06
R3 104.85 101.96 95.84
R2 100.39 100.39 95.43
R1 97.50 97.50 95.02 96.72
PP 95.93 95.93 95.93 95.54
S1 93.04 93.04 94.20 92.26
S2 91.47 91.47 93.79
S3 87.01 88.58 93.38
S4 82.55 84.12 92.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.82 93.07 4.75 5.1% 1.49 1.6% 6% False True 250,248
10 98.82 93.07 5.75 6.2% 1.47 1.6% 5% False True 246,220
20 103.54 93.07 10.47 11.2% 1.73 1.9% 3% False True 226,523
40 106.68 93.07 13.61 14.6% 1.70 1.8% 2% False True 166,089
60 109.70 93.07 16.63 17.8% 1.76 1.9% 2% False True 135,314
80 109.70 93.07 16.63 17.8% 1.73 1.9% 2% False True 117,611
100 109.70 91.05 18.65 20.0% 1.73 1.9% 12% False False 112,397
120 109.70 90.69 19.01 20.4% 1.74 1.9% 14% False False 103,715
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.68
2.618 99.69
1.618 97.86
1.000 96.73
0.618 96.03
HIGH 94.90
0.618 94.20
0.500 93.99
0.382 93.77
LOW 93.07
0.618 91.94
1.000 91.24
1.618 90.11
2.618 88.28
4.250 85.29
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 93.99 94.86
PP 93.78 94.36
S1 93.58 93.87

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

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