NYMEX Light Sweet Crude Oil Future February 2014


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 94.77 93.98 -0.79 -0.8% 94.93
High 95.21 94.40 -0.81 -0.9% 95.80
Low 93.72 93.56 -0.16 -0.2% 93.52
Close 94.01 94.15 0.14 0.1% 94.83
Range 1.49 0.84 -0.65 -43.6% 2.28
ATR 1.48 1.44 -0.05 -3.1% 0.00
Volume 23,535 30,431 6,896 29.3% 251,939
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 96.56 96.19 94.61
R3 95.72 95.35 94.38
R2 94.88 94.88 94.30
R1 94.51 94.51 94.23 94.70
PP 94.04 94.04 94.04 94.13
S1 93.67 93.67 94.07 93.86
S2 93.20 93.20 94.00
S3 92.36 92.83 93.92
S4 91.52 91.99 93.69
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.56 100.47 96.08
R3 99.28 98.19 95.46
R2 97.00 97.00 95.25
R1 95.91 95.91 95.04 95.32
PP 94.72 94.72 94.72 94.42
S1 93.63 93.63 94.62 93.04
S2 92.44 92.44 94.41
S3 90.16 91.35 94.20
S4 87.88 89.07 93.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.44 93.52 1.92 2.0% 1.31 1.4% 33% False False 49,703
10 95.87 93.52 2.35 2.5% 1.40 1.5% 27% False False 41,239
20 98.68 93.52 5.16 5.5% 1.36 1.4% 12% False False 40,403
40 102.52 93.52 9.00 9.6% 1.45 1.5% 7% False False 34,900
60 106.22 93.52 12.70 13.5% 1.55 1.6% 5% False False 27,763
80 106.22 93.52 12.70 13.5% 1.46 1.6% 5% False False 23,124
100 106.22 93.50 12.72 13.5% 1.37 1.5% 5% False False 20,546
120 106.22 90.05 16.17 17.2% 1.35 1.4% 25% False False 17,746
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 97.97
2.618 96.60
1.618 95.76
1.000 95.24
0.618 94.92
HIGH 94.40
0.618 94.08
0.500 93.98
0.382 93.88
LOW 93.56
0.618 93.04
1.000 92.72
1.618 92.20
2.618 91.36
4.250 89.99
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 94.09 94.50
PP 94.04 94.38
S1 93.98 94.27

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

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