NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 94.04 94.50 0.46 0.5% 94.17
High 94.63 95.06 0.43 0.5% 94.85
Low 93.91 94.04 0.13 0.1% 93.30
Close 94.48 95.01 0.53 0.6% 94.48
Range 0.72 1.02 0.30 41.7% 1.55
ATR 1.10 1.09 -0.01 -0.5% 0.00
Volume 10,887 10,242 -645 -5.9% 58,311
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.76 97.41 95.57
R3 96.74 96.39 95.29
R2 95.72 95.72 95.20
R1 95.37 95.37 95.10 95.55
PP 94.70 94.70 94.70 94.79
S1 94.35 94.35 94.92 94.53
S2 93.68 93.68 94.82
S3 92.66 93.33 94.73
S4 91.64 92.31 94.45
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.86 98.22 95.33
R3 97.31 96.67 94.91
R2 95.76 95.76 94.76
R1 95.12 95.12 94.62 95.44
PP 94.21 94.21 94.21 94.37
S1 93.57 93.57 94.34 93.89
S2 92.66 92.66 94.20
S3 91.11 92.02 94.05
S4 89.56 90.47 93.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.06 93.30 1.76 1.9% 1.05 1.1% 97% True False 11,293
10 96.65 93.30 3.35 3.5% 0.92 1.0% 51% False False 10,882
20 100.11 93.30 6.81 7.2% 1.04 1.1% 25% False False 10,604
40 100.11 93.30 6.81 7.2% 1.10 1.2% 25% False False 7,660
60 101.55 93.30 8.25 8.7% 0.96 1.0% 21% False False 6,227
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 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.40
2.618 97.73
1.618 96.71
1.000 96.08
0.618 95.69
HIGH 95.06
0.618 94.67
0.500 94.55
0.382 94.43
LOW 94.04
0.618 93.41
1.000 93.02
1.618 92.39
2.618 91.37
4.250 89.71
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 94.86 94.82
PP 94.70 94.64
S1 94.55 94.45

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.