NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 93.78 93.00 -0.78 -0.8% 94.45
High 94.30 93.46 -0.84 -0.9% 95.38
Low 92.72 92.43 -0.29 -0.3% 92.51
Close 93.03 93.34 0.31 0.3% 93.84
Range 1.58 1.03 -0.55 -34.8% 2.87
ATR 1.63 1.58 -0.04 -2.6% 0.00
Volume 169,443 131,463 -37,980 -22.4% 1,384,851
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 96.17 95.78 93.91
R3 95.14 94.75 93.62
R2 94.11 94.11 93.53
R1 93.72 93.72 93.43 93.92
PP 93.08 93.08 93.08 93.17
S1 92.69 92.69 93.25 92.89
S2 92.05 92.05 93.15
S3 91.02 91.66 93.06
S4 89.99 90.63 92.77
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 102.52 101.05 95.42
R3 99.65 98.18 94.63
R2 96.78 96.78 94.37
R1 95.31 95.31 94.10 94.61
PP 93.91 93.91 93.91 93.56
S1 92.44 92.44 93.58 91.74
S2 91.04 91.04 93.31
S3 88.17 89.57 93.05
S4 85.30 86.70 92.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.55 92.43 2.12 2.3% 1.42 1.5% 43% False True 225,069
10 95.40 92.43 2.97 3.2% 1.50 1.6% 31% False True 247,076
20 98.82 92.43 6.39 6.8% 1.49 1.6% 14% False True 246,648
40 103.96 92.43 11.53 12.4% 1.63 1.7% 8% False True 204,950
60 109.70 92.43 17.27 18.5% 1.77 1.9% 5% False True 164,535
80 109.70 92.43 17.27 18.5% 1.73 1.9% 5% False True 140,288
100 109.70 92.43 17.27 18.5% 1.70 1.8% 5% False True 129,628
120 109.70 90.69 19.01 20.4% 1.71 1.8% 14% False False 119,927
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.84
2.618 96.16
1.618 95.13
1.000 94.49
0.618 94.10
HIGH 93.46
0.618 93.07
0.500 92.95
0.382 92.82
LOW 92.43
0.618 91.79
1.000 91.40
1.618 90.76
2.618 89.73
4.250 88.05
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 93.21 93.49
PP 93.08 93.44
S1 92.95 93.39

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

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