NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 08-Nov-2013
Day Change Summary
Previous Current
07-Nov-2013 08-Nov-2013 Change Change % Previous Week
Open 94.14 93.79 -0.35 -0.4% 93.53
High 94.42 94.19 -0.23 -0.2% 94.59
Low 93.29 93.34 0.05 0.1% 92.87
Close 93.60 93.98 0.38 0.4% 93.98
Range 1.13 0.85 -0.28 -24.8% 1.72
ATR 1.27 1.24 -0.03 -2.4% 0.00
Volume 38,306 34,665 -3,641 -9.5% 173,519
Daily Pivots for day following 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 96.39 96.03 94.45
R3 95.54 95.18 94.21
R2 94.69 94.69 94.14
R1 94.33 94.33 94.06 94.51
PP 93.84 93.84 93.84 93.93
S1 93.48 93.48 93.90 93.66
S2 92.99 92.99 93.82
S3 92.14 92.63 93.75
S4 91.29 91.78 93.51
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.97 98.20 94.93
R3 97.25 96.48 94.45
R2 95.53 95.53 94.30
R1 94.76 94.76 94.14 95.15
PP 93.81 93.81 93.81 94.01
S1 93.04 93.04 93.82 93.43
S2 92.09 92.09 93.66
S3 90.37 91.32 93.51
S4 88.65 89.60 93.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.59 92.87 1.72 1.8% 1.08 1.1% 65% False False 34,703
10 96.10 92.87 3.23 3.4% 1.06 1.1% 34% False False 35,103
20 99.46 92.87 6.59 7.0% 1.22 1.3% 17% False False 35,677
40 99.46 92.87 6.59 7.0% 1.31 1.4% 17% False False 28,873
60 100.65 92.87 7.78 8.3% 1.30 1.4% 14% False False 26,258
80 100.65 92.87 7.78 8.3% 1.26 1.3% 14% False False 23,979
100 100.65 88.11 12.54 13.3% 1.25 1.3% 47% False False 24,150
120 100.65 88.11 12.54 13.3% 1.25 1.3% 47% False False 22,910
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 97.80
2.618 96.42
1.618 95.57
1.000 95.04
0.618 94.72
HIGH 94.19
0.618 93.87
0.500 93.77
0.382 93.66
LOW 93.34
0.618 92.81
1.000 92.49
1.618 91.96
2.618 91.11
4.250 89.73
Fisher Pivots for day following 08-Nov-2013
Pivot 1 day 3 day
R1 93.91 93.96
PP 93.84 93.94
S1 93.77 93.93

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

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