NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 94.08 92.91 -1.17 -1.2% 94.75
High 94.10 94.37 0.27 0.3% 95.16
Low 92.35 92.68 0.33 0.4% 92.35
Close 92.88 93.24 0.36 0.4% 93.24
Range 1.75 1.69 -0.06 -3.4% 2.81
ATR 1.44 1.45 0.02 1.3% 0.00
Volume 27,119 33,562 6,443 23.8% 154,491
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.50 97.56 94.17
R3 96.81 95.87 93.70
R2 95.12 95.12 93.55
R1 94.18 94.18 93.39 94.65
PP 93.43 93.43 93.43 93.67
S1 92.49 92.49 93.09 92.96
S2 91.74 91.74 92.93
S3 90.05 90.80 92.78
S4 88.36 89.11 92.31
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 102.01 100.44 94.79
R3 99.20 97.63 94.01
R2 96.39 96.39 93.76
R1 94.82 94.82 93.50 94.20
PP 93.58 93.58 93.58 93.28
S1 92.01 92.01 92.98 91.39
S2 90.77 90.77 92.72
S3 87.96 89.20 92.47
S4 85.15 86.39 91.69
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% 1.50 1.6% 25% False False 39,772
10 95.95 92.35 3.60 3.9% 1.36 1.5% 25% False False 38,669
20 96.74 92.35 4.39 4.7% 1.41 1.5% 20% False False 40,242
40 101.81 92.35 9.46 10.1% 1.42 1.5% 9% False False 38,967
60 103.14 92.35 10.79 11.6% 1.42 1.5% 8% False False 32,439
80 104.37 92.35 12.02 12.9% 1.40 1.5% 7% False False 27,667
100 104.37 92.35 12.02 12.9% 1.36 1.5% 7% False False 24,692
120 104.37 89.48 14.89 16.0% 1.33 1.4% 25% False False 22,480
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.55
2.618 98.79
1.618 97.10
1.000 96.06
0.618 95.41
HIGH 94.37
0.618 93.72
0.500 93.53
0.382 93.33
LOW 92.68
0.618 91.64
1.000 90.99
1.618 89.95
2.618 88.26
4.250 85.50
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 93.53 93.76
PP 93.43 93.58
S1 93.34 93.41

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

View Archives - Comment on this page... - Back to Index of Symbols