NYMEX Light Sweet Crude Oil Future December 2013


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 94.47 93.74 -0.73 -0.8% 97.88
High 94.90 95.40 0.50 0.5% 98.82
Low 93.07 93.65 0.58 0.6% 94.36
Close 93.37 94.80 1.43 1.5% 94.61
Range 1.83 1.75 -0.08 -4.4% 4.46
ATR 1.68 1.70 0.03 1.5% 0.00
Volume 226,454 282,722 56,268 24.8% 1,219,075
Daily Pivots for day following 06-Nov-2013
Classic Woodie Camarilla DeMark
R4 99.87 99.08 95.76
R3 98.12 97.33 95.28
R2 96.37 96.37 95.12
R1 95.58 95.58 94.96 95.98
PP 94.62 94.62 94.62 94.81
S1 93.83 93.83 94.64 94.23
S2 92.87 92.87 94.48
S3 91.12 92.08 94.32
S4 89.37 90.33 93.84
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 97.03 93.07 3.96 4.2% 1.58 1.7% 44% False False 253,164
10 98.82 93.07 5.75 6.1% 1.43 1.5% 30% False False 238,873
20 103.36 93.07 10.29 10.9% 1.69 1.8% 17% False False 233,121
40 106.68 93.07 13.61 14.4% 1.71 1.8% 13% False False 171,100
60 109.70 93.07 16.63 17.5% 1.77 1.9% 10% False False 139,148
80 109.70 93.07 16.63 17.5% 1.74 1.8% 10% False False 120,577
100 109.70 91.05 18.65 19.7% 1.73 1.8% 20% False False 114,221
120 109.70 90.69 19.01 20.1% 1.74 1.8% 22% False False 105,635
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.84
2.618 99.98
1.618 98.23
1.000 97.15
0.618 96.48
HIGH 95.40
0.618 94.73
0.500 94.53
0.382 94.32
LOW 93.65
0.618 92.57
1.000 91.90
1.618 90.82
2.618 89.07
4.250 86.21
Fisher Pivots for day following 06-Nov-2013
Pivot 1 day 3 day
R1 94.71 94.61
PP 94.62 94.42
S1 94.53 94.24

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

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