NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 94.23 97.04 2.81 3.0% 94.55
High 97.09 97.80 0.71 0.7% 94.99
Low 93.95 96.57 2.62 2.8% 92.10
Close 96.27 97.43 1.16 1.2% 93.01
Range 3.14 1.23 -1.91 -60.8% 2.89
ATR 1.64 1.63 -0.01 -0.5% 0.00
Volume 66,705 125,088 58,383 87.5% 205,483
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 100.96 100.42 98.11
R3 99.73 99.19 97.77
R2 98.50 98.50 97.66
R1 97.96 97.96 97.54 98.23
PP 97.27 97.27 97.27 97.40
S1 96.73 96.73 97.32 97.00
S2 96.04 96.04 97.20
S3 94.81 95.50 97.09
S4 93.58 94.27 96.75
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 102.04 100.41 94.60
R3 99.15 97.52 93.80
R2 96.26 96.26 93.54
R1 94.63 94.63 93.27 94.00
PP 93.37 93.37 93.37 93.05
S1 91.74 91.74 92.75 91.11
S2 90.48 90.48 92.48
S3 87.59 88.85 92.22
S4 84.70 85.96 91.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.80 92.10 5.70 5.9% 1.89 1.9% 94% True False 60,721
10 97.80 92.10 5.70 5.9% 1.69 1.7% 94% True False 58,299
20 97.80 92.10 5.70 5.9% 1.54 1.6% 94% True False 49,769
40 102.49 92.10 10.39 10.7% 1.54 1.6% 51% False False 43,793
60 103.73 92.10 11.63 11.9% 1.51 1.6% 46% False False 35,587
80 106.22 92.10 14.12 14.5% 1.50 1.5% 38% False False 29,321
100 106.22 92.10 14.12 14.5% 1.45 1.5% 38% False False 25,188
120 106.22 90.05 16.17 16.6% 1.40 1.4% 46% False False 22,324
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 False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 103.03
2.618 101.02
1.618 99.79
1.000 99.03
0.618 98.56
HIGH 97.80
0.618 97.33
0.500 97.19
0.382 97.04
LOW 96.57
0.618 95.81
1.000 95.34
1.618 94.58
2.618 93.35
4.250 91.34
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 97.35 96.73
PP 97.27 96.02
S1 97.19 95.32

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

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