NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 95.00 94.91 -0.09 -0.1% 96.96
High 95.44 95.26 -0.18 -0.2% 98.15
Low 94.50 93.74 -0.76 -0.8% 94.74
Close 95.11 93.93 -1.18 -1.2% 94.96
Range 0.94 1.52 0.58 61.7% 3.41
ATR 1.41 1.41 0.01 0.6% 0.00
Volume 40,662 34,555 -6,107 -15.0% 188,541
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.87 97.92 94.77
R3 97.35 96.40 94.35
R2 95.83 95.83 94.21
R1 94.88 94.88 94.07 94.60
PP 94.31 94.31 94.31 94.17
S1 93.36 93.36 93.79 93.08
S2 92.79 92.79 93.65
S3 91.27 91.84 93.51
S4 89.75 90.32 93.09
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 106.18 103.98 96.84
R3 102.77 100.57 95.90
R2 99.36 99.36 95.59
R1 97.16 97.16 95.27 96.56
PP 95.95 95.95 95.95 95.65
S1 93.75 93.75 94.65 93.15
S2 92.54 92.54 94.33
S3 89.13 90.34 94.02
S4 85.72 86.93 93.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.52 93.74 3.78 4.0% 1.26 1.3% 5% False True 40,478
10 98.15 93.74 4.41 4.7% 1.28 1.4% 4% False True 41,317
20 101.81 93.74 8.07 8.6% 1.45 1.5% 2% False True 39,399
40 102.29 93.74 8.55 9.1% 1.42 1.5% 2% False True 30,452
60 104.37 93.74 10.63 11.3% 1.39 1.5% 2% False True 24,977
80 104.37 93.74 10.63 11.3% 1.36 1.5% 2% False True 21,572
100 104.37 89.48 14.89 15.9% 1.32 1.4% 30% False False 19,958
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.72
2.618 99.24
1.618 97.72
1.000 96.78
0.618 96.20
HIGH 95.26
0.618 94.68
0.500 94.50
0.382 94.32
LOW 93.74
0.618 92.80
1.000 92.22
1.618 91.28
2.618 89.76
4.250 87.28
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 94.50 95.24
PP 94.31 94.80
S1 94.12 94.37

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.