NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 94.92 94.93 0.01 0.0% 95.03
High 95.40 95.80 0.40 0.4% 95.87
Low 94.41 94.61 0.20 0.2% 93.64
Close 95.10 95.62 0.52 0.5% 95.10
Range 0.99 1.19 0.20 20.2% 2.23
ATR 1.48 1.46 -0.02 -1.4% 0.00
Volume 34,181 25,992 -8,189 -24.0% 179,100
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.91 98.46 96.27
R3 97.72 97.27 95.95
R2 96.53 96.53 95.84
R1 96.08 96.08 95.73 96.31
PP 95.34 95.34 95.34 95.46
S1 94.89 94.89 95.51 95.12
S2 94.15 94.15 95.40
S3 92.96 93.70 95.29
S4 91.77 92.51 94.97
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.56 100.56 96.33
R3 99.33 98.33 95.71
R2 97.10 97.10 95.51
R1 96.10 96.10 95.30 96.60
PP 94.87 94.87 94.87 95.12
S1 93.87 93.87 94.90 94.37
S2 92.64 92.64 94.69
S3 90.41 91.64 94.49
S4 88.18 89.41 93.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.87 93.64 2.23 2.3% 1.40 1.5% 89% False False 34,537
10 98.46 93.64 4.82 5.0% 1.27 1.3% 41% False False 35,752
20 102.49 93.64 8.85 9.3% 1.43 1.5% 22% False False 36,808
40 103.73 93.64 10.09 10.6% 1.50 1.6% 20% False False 30,259
60 106.22 93.64 12.58 13.2% 1.51 1.6% 16% False False 24,156
80 106.22 93.64 12.58 13.2% 1.43 1.5% 16% False False 20,242
100 106.22 90.05 16.17 16.9% 1.37 1.4% 34% False False 18,070
120 106.22 90.05 16.17 16.9% 1.36 1.4% 34% False False 15,517
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.86
2.618 98.92
1.618 97.73
1.000 96.99
0.618 96.54
HIGH 95.80
0.618 95.35
0.500 95.21
0.382 95.06
LOW 94.61
0.618 93.87
1.000 93.42
1.618 92.68
2.618 91.49
4.250 89.55
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 95.48 95.44
PP 95.34 95.25
S1 95.21 95.07

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

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