NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 02-Dec-2013
Day Change Summary
Previous Current
29-Nov-2013 02-Dec-2013 Change Change % Previous Week
Open 92.30 92.71 0.41 0.4% 94.15
High 93.90 94.08 0.18 0.2% 94.69
Low 92.06 92.56 0.50 0.5% 91.77
Close 92.72 93.82 1.10 1.2% 92.72
Range 1.84 1.52 -0.32 -17.4% 2.92
ATR 1.59 1.58 0.00 -0.3% 0.00
Volume 143,205 234,800 91,595 64.0% 805,121
Daily Pivots for day following 02-Dec-2013
Classic Woodie Camarilla DeMark
R4 98.05 97.45 94.66
R3 96.53 95.93 94.24
R2 95.01 95.01 94.10
R1 94.41 94.41 93.96 94.71
PP 93.49 93.49 93.49 93.64
S1 92.89 92.89 93.68 93.19
S2 91.97 91.97 93.54
S3 90.45 91.37 93.40
S4 88.93 89.85 92.98
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.82 100.19 94.33
R3 98.90 97.27 93.52
R2 95.98 95.98 93.26
R1 94.35 94.35 92.99 93.71
PP 93.06 93.06 93.06 92.74
S1 91.43 91.43 92.45 90.79
S2 90.14 90.14 92.18
S3 87.22 88.51 91.92
S4 84.30 85.59 91.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.69 91.77 2.92 3.1% 1.57 1.7% 70% False False 207,984
10 95.63 91.77 3.86 4.1% 1.53 1.6% 53% False False 214,597
20 95.74 91.77 3.97 4.2% 1.51 1.6% 52% False False 160,680
40 103.34 91.77 11.57 12.3% 1.59 1.7% 18% False False 115,747
60 106.03 91.77 14.26 15.2% 1.59 1.7% 14% False False 88,532
80 107.94 91.77 16.17 17.2% 1.60 1.7% 13% False False 71,828
100 107.94 91.77 16.17 17.2% 1.57 1.7% 13% False False 60,967
120 107.94 90.40 17.54 18.7% 1.55 1.7% 19% False False 53,565
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 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.54
2.618 98.06
1.618 96.54
1.000 95.60
0.618 95.02
HIGH 94.08
0.618 93.50
0.500 93.32
0.382 93.14
LOW 92.56
0.618 91.62
1.000 91.04
1.618 90.10
2.618 88.58
4.250 86.10
Fisher Pivots for day following 02-Dec-2013
Pivot 1 day 3 day
R1 93.65 93.52
PP 93.49 93.22
S1 93.32 92.93

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

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