NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 93.74 94.91 1.17 1.2% 97.88
High 95.40 95.31 -0.09 -0.1% 98.82
Low 93.65 93.80 0.15 0.2% 94.36
Close 94.80 94.20 -0.60 -0.6% 94.61
Range 1.75 1.51 -0.24 -13.7% 4.46
ATR 1.70 1.69 -0.01 -0.8% 0.00
Volume 282,722 260,597 -22,125 -7.8% 1,219,075
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.97 98.09 95.03
R3 97.46 96.58 94.62
R2 95.95 95.95 94.48
R1 95.07 95.07 94.34 94.76
PP 94.44 94.44 94.44 94.28
S1 93.56 93.56 94.06 93.25
S2 92.93 92.93 93.92
S3 91.42 92.05 93.78
S4 89.91 90.54 93.37
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 96.65 93.07 3.58 3.8% 1.69 1.8% 32% False False 254,204
10 98.82 93.07 5.75 6.1% 1.41 1.5% 20% False False 240,058
20 103.15 93.07 10.08 10.7% 1.65 1.7% 11% False False 236,609
40 106.68 93.07 13.61 14.4% 1.71 1.8% 8% False False 175,861
60 109.70 93.07 16.63 17.7% 1.77 1.9% 7% False False 142,496
80 109.70 93.07 16.63 17.7% 1.74 1.8% 7% False False 123,024
100 109.70 91.05 18.65 19.8% 1.74 1.8% 17% False False 116,237
120 109.70 90.69 19.01 20.2% 1.74 1.8% 18% False False 107,340
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 False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.73
2.618 99.26
1.618 97.75
1.000 96.82
0.618 96.24
HIGH 95.31
0.618 94.73
0.500 94.56
0.382 94.38
LOW 93.80
0.618 92.87
1.000 92.29
1.618 91.36
2.618 89.85
4.250 87.38
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 94.56 94.24
PP 94.44 94.22
S1 94.32 94.21

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

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