NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 95.00 93.07 -1.93 -2.0% 94.52
High 95.22 94.54 -0.68 -0.7% 95.40
Low 92.86 92.93 0.07 0.1% 93.07
Close 93.04 93.88 0.84 0.9% 94.60
Range 2.36 1.61 -0.75 -31.8% 2.33
ATR 1.67 1.66 0.00 -0.2% 0.00
Volume 353,689 305,009 -48,680 -13.8% 1,230,572
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.61 97.86 94.77
R3 97.00 96.25 94.32
R2 95.39 95.39 94.18
R1 94.64 94.64 94.03 95.02
PP 93.78 93.78 93.78 93.97
S1 93.03 93.03 93.73 93.41
S2 92.17 92.17 93.58
S3 90.56 91.42 93.44
S4 88.95 89.81 92.99
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 95.38 92.86 2.52 2.7% 1.55 1.7% 40% False False 273,541
10 97.03 92.86 4.17 4.4% 1.57 1.7% 24% False False 263,353
20 102.52 92.86 9.66 10.3% 1.59 1.7% 11% False False 260,989
40 106.68 92.86 13.82 14.7% 1.67 1.8% 7% False False 195,308
60 109.70 92.86 16.84 17.9% 1.79 1.9% 6% False False 156,668
80 109.70 92.86 16.84 17.9% 1.74 1.9% 6% False False 133,134
100 109.70 92.00 17.70 18.9% 1.70 1.8% 11% False False 124,407
120 109.70 90.69 19.01 20.2% 1.74 1.8% 17% False False 114,696
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 True
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.38
2.618 98.75
1.618 97.14
1.000 96.15
0.618 95.53
HIGH 94.54
0.618 93.92
0.500 93.74
0.382 93.55
LOW 92.93
0.618 91.94
1.000 91.32
1.618 90.33
2.618 88.72
4.250 86.09
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 93.83 94.12
PP 93.78 94.04
S1 93.74 93.96

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

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