NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 94.78 94.08 -0.70 -0.7% 94.98
High 95.16 94.10 -1.06 -1.1% 95.95
Low 93.98 92.35 -1.63 -1.7% 93.60
Close 94.21 92.88 -1.33 -1.4% 95.29
Range 1.18 1.75 0.57 48.3% 2.35
ATR 1.40 1.44 0.03 2.3% 0.00
Volume 54,359 27,119 -27,240 -50.1% 163,733
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.36 97.37 93.84
R3 96.61 95.62 93.36
R2 94.86 94.86 93.20
R1 93.87 93.87 93.04 93.49
PP 93.11 93.11 93.11 92.92
S1 92.12 92.12 92.72 91.74
S2 91.36 91.36 92.56
S3 89.61 90.37 92.40
S4 87.86 88.62 91.92
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 102.00 100.99 96.58
R3 99.65 98.64 95.94
R2 97.30 97.30 95.72
R1 96.29 96.29 95.51 96.80
PP 94.95 94.95 94.95 95.20
S1 93.94 93.94 95.07 94.45
S2 92.60 92.60 94.86
S3 90.25 91.59 94.64
S4 87.90 89.24 94.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.95 92.35 3.60 3.9% 1.55 1.7% 15% False True 40,128
10 95.95 92.35 3.60 3.9% 1.36 1.5% 15% False True 42,194
20 97.04 92.35 4.69 5.0% 1.37 1.5% 11% False True 41,217
40 101.81 92.35 9.46 10.2% 1.41 1.5% 6% False True 38,999
60 103.14 92.35 10.79 11.6% 1.41 1.5% 5% False True 32,064
80 104.37 92.35 12.02 12.9% 1.39 1.5% 4% False True 27,353
100 104.37 92.35 12.02 12.9% 1.35 1.5% 4% False True 24,518
120 104.37 89.48 14.89 16.0% 1.32 1.4% 23% False False 22,244
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.54
2.618 98.68
1.618 96.93
1.000 95.85
0.618 95.18
HIGH 94.10
0.618 93.43
0.500 93.23
0.382 93.02
LOW 92.35
0.618 91.27
1.000 90.60
1.618 89.52
2.618 87.77
4.250 84.91
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 93.23 93.76
PP 93.11 93.46
S1 93.00 93.17

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.