NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 94.25 93.28 -0.97 -1.0% 93.53
High 94.80 94.61 -0.19 -0.2% 94.59
Low 92.94 93.22 0.28 0.3% 92.87
Close 93.19 94.31 1.12 1.2% 93.98
Range 1.86 1.39 -0.47 -25.3% 1.72
ATR 1.27 1.28 0.01 0.9% 0.00
Volume 20,216 50,135 29,919 148.0% 173,519
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.22 97.65 95.07
R3 96.83 96.26 94.69
R2 95.44 95.44 94.56
R1 94.87 94.87 94.44 95.16
PP 94.05 94.05 94.05 94.19
S1 93.48 93.48 94.18 93.77
S2 92.66 92.66 94.06
S3 91.27 92.09 93.93
S4 89.88 90.70 93.55
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 94.80 92.94 1.86 2.0% 1.24 1.3% 74% False False 33,450
10 95.63 92.87 2.76 2.9% 1.23 1.3% 52% False False 36,362
20 98.82 92.87 5.95 6.3% 1.24 1.3% 24% False False 36,460
40 99.46 92.87 6.59 7.0% 1.28 1.4% 22% False False 29,876
60 100.65 92.87 7.78 8.2% 1.32 1.4% 19% False False 26,987
80 100.65 92.87 7.78 8.2% 1.27 1.3% 19% False False 24,189
100 100.65 88.85 11.80 12.5% 1.21 1.3% 46% False False 24,482
120 100.65 88.11 12.54 13.3% 1.26 1.3% 49% False False 23,401
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.52
2.618 98.25
1.618 96.86
1.000 96.00
0.618 95.47
HIGH 94.61
0.618 94.08
0.500 93.92
0.382 93.75
LOW 93.22
0.618 92.36
1.000 91.83
1.618 90.97
2.618 89.58
4.250 87.31
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 94.18 94.16
PP 94.05 94.02
S1 93.92 93.87

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

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