NYMEX Light Sweet Crude Oil Future January 2014


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 95.24 94.78 -0.46 -0.5% 94.99
High 95.65 95.27 -0.38 -0.4% 95.74
Low 94.16 94.24 0.08 0.1% 93.43
Close 94.54 94.95 0.41 0.4% 94.95
Range 1.49 1.03 -0.46 -30.9% 2.31
ATR 1.62 1.58 -0.04 -2.6% 0.00
Volume 94,393 98,653 4,260 4.5% 426,942
Daily Pivots for day following 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.91 97.46 95.52
R3 96.88 96.43 95.23
R2 95.85 95.85 95.14
R1 95.40 95.40 95.04 95.63
PP 94.82 94.82 94.82 94.93
S1 94.37 94.37 94.86 94.60
S2 93.79 93.79 94.76
S3 92.76 93.34 94.67
S4 91.73 92.31 94.38
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.64 100.60 96.22
R3 99.33 98.29 95.59
R2 97.02 97.02 95.37
R1 95.98 95.98 95.16 95.35
PP 94.71 94.71 94.71 94.39
S1 93.67 93.67 94.74 93.04
S2 92.40 92.40 94.53
S3 90.09 91.36 94.31
S4 87.78 89.05 93.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.74 93.43 2.31 2.4% 1.41 1.5% 66% False False 85,388
10 98.96 93.43 5.53 5.8% 1.36 1.4% 27% False False 75,124
20 102.99 93.43 9.56 10.1% 1.54 1.6% 16% False False 77,148
40 105.15 93.43 11.72 12.3% 1.62 1.7% 13% False False 60,161
60 107.94 93.43 14.51 15.3% 1.65 1.7% 10% False False 47,438
80 107.94 93.43 14.51 15.3% 1.60 1.7% 10% False False 40,174
100 107.94 90.40 17.54 18.5% 1.57 1.7% 26% False False 36,060
120 107.94 90.35 17.59 18.5% 1.53 1.6% 26% False False 31,148
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.65
2.618 97.97
1.618 96.94
1.000 96.30
0.618 95.91
HIGH 95.27
0.618 94.88
0.500 94.76
0.382 94.63
LOW 94.24
0.618 93.60
1.000 93.21
1.618 92.57
2.618 91.54
4.250 89.86
Fisher Pivots for day following 08-Nov-2013
Pivot 1 day 3 day
R1 94.89 94.92
PP 94.82 94.90
S1 94.76 94.87

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

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