NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 08-Nov-2013
Day Change Summary
Previous Current
07-Nov-2013 08-Nov-2013 Change Change % Previous Week
Open 94.91 94.36 -0.55 -0.6% 94.52
High 95.31 94.92 -0.39 -0.4% 95.40
Low 93.80 93.90 0.10 0.1% 93.07
Close 94.20 94.60 0.40 0.4% 94.60
Range 1.51 1.02 -0.49 -32.5% 2.33
ATR 1.69 1.64 -0.05 -2.8% 0.00
Volume 260,597 241,690 -18,907 -7.3% 1,230,572
Daily Pivots for day following 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.53 97.09 95.16
R3 96.51 96.07 94.88
R2 95.49 95.49 94.79
R1 95.05 95.05 94.69 95.27
PP 94.47 94.47 94.47 94.59
S1 94.03 94.03 94.51 94.25
S2 93.45 93.45 94.41
S3 92.43 93.01 94.32
S4 91.41 91.99 94.04
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.35 100.30 95.88
R3 99.02 97.97 95.24
R2 96.69 96.69 95.03
R1 95.64 95.64 94.81 96.17
PP 94.36 94.36 94.36 94.62
S1 93.31 93.31 94.39 93.84
S2 92.03 92.03 94.17
S3 89.70 90.98 93.96
S4 87.37 88.65 93.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.40 93.07 2.33 2.5% 1.43 1.5% 66% False False 246,114
10 98.82 93.07 5.75 6.1% 1.41 1.5% 27% False False 244,964
20 103.15 93.07 10.08 10.7% 1.59 1.7% 15% False False 239,333
40 106.68 93.07 13.61 14.4% 1.70 1.8% 11% False False 179,911
60 109.70 93.07 16.63 17.6% 1.77 1.9% 9% False False 145,433
80 109.70 93.07 16.63 17.6% 1.73 1.8% 9% False False 125,269
100 109.70 91.05 18.65 19.7% 1.74 1.8% 19% False False 118,170
120 109.70 90.69 19.01 20.1% 1.74 1.8% 21% False False 108,840
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 99.26
2.618 97.59
1.618 96.57
1.000 95.94
0.618 95.55
HIGH 94.92
0.618 94.53
0.500 94.41
0.382 94.29
LOW 93.90
0.618 93.27
1.000 92.88
1.618 92.25
2.618 91.23
4.250 89.57
Fisher Pivots for day following 08-Nov-2013
Pivot 1 day 3 day
R1 94.54 94.58
PP 94.47 94.55
S1 94.41 94.53

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

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