NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 96.39 96.66 0.27 0.3% 93.94
High 96.82 97.35 0.53 0.5% 94.99
Low 95.93 96.65 0.72 0.8% 92.38
Close 96.73 96.91 0.18 0.2% 93.29
Range 0.89 0.70 -0.19 -21.3% 2.61
ATR 1.27 1.23 -0.04 -3.2% 0.00
Volume 26,871 29,369 2,498 9.3% 37,890
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 99.07 98.69 97.30
R3 98.37 97.99 97.10
R2 97.67 97.67 97.04
R1 97.29 97.29 96.97 97.48
PP 96.97 96.97 96.97 97.07
S1 96.59 96.59 96.85 96.78
S2 96.27 96.27 96.78
S3 95.57 95.89 96.72
S4 94.87 95.19 96.53
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.38 99.95 94.73
R3 98.77 97.34 94.01
R2 96.16 96.16 93.77
R1 94.73 94.73 93.53 94.14
PP 93.55 93.55 93.55 93.26
S1 92.12 92.12 93.05 91.53
S2 90.94 90.94 92.81
S3 88.33 89.51 92.57
S4 85.72 86.90 91.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.35 92.76 4.59 4.7% 1.26 1.3% 90% True False 17,371
10 97.35 92.38 4.97 5.1% 1.32 1.4% 91% True False 13,543
20 97.35 92.38 4.97 5.1% 1.19 1.2% 91% True False 12,968
40 100.11 92.38 7.73 8.0% 1.13 1.2% 59% False False 11,608
60 100.11 92.38 7.73 8.0% 1.12 1.2% 59% False False 9,054
80 101.55 92.38 9.17 9.5% 1.01 1.0% 49% False False 7,642
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 0.31
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 100.33
2.618 99.18
1.618 98.48
1.000 98.05
0.618 97.78
HIGH 97.35
0.618 97.08
0.500 97.00
0.382 96.92
LOW 96.65
0.618 96.22
1.000 95.95
1.618 95.52
2.618 94.82
4.250 93.68
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 97.00 96.50
PP 96.97 96.09
S1 96.94 95.68

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.