NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 94.52 94.43 -0.09 -0.1% 94.16
High 94.99 94.64 -0.35 -0.4% 95.07
Low 94.20 93.29 -0.91 -1.0% 92.94
Close 94.46 93.61 -0.85 -0.9% 94.46
Range 0.79 1.35 0.56 70.9% 2.13
ATR 1.26 1.27 0.01 0.5% 0.00
Volume 63,932 21,279 -42,653 -66.7% 201,914
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.90 97.10 94.35
R3 96.55 95.75 93.98
R2 95.20 95.20 93.86
R1 94.40 94.40 93.73 94.13
PP 93.85 93.85 93.85 93.71
S1 93.05 93.05 93.49 92.78
S2 92.50 92.50 93.36
S3 91.15 91.70 93.24
S4 89.80 90.35 92.87
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.55 99.63 95.63
R3 98.42 97.50 95.05
R2 96.29 96.29 94.85
R1 95.37 95.37 94.66 95.83
PP 94.16 94.16 94.16 94.39
S1 93.24 93.24 94.26 93.70
S2 92.03 92.03 94.07
S3 89.90 91.11 93.87
S4 87.77 88.98 93.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.07 92.94 2.13 2.3% 1.39 1.5% 31% False False 39,852
10 95.07 92.87 2.20 2.4% 1.24 1.3% 34% False False 35,733
20 97.50 92.87 4.63 4.9% 1.21 1.3% 16% False False 36,988
40 99.46 92.87 6.59 7.0% 1.27 1.4% 11% False False 31,148
60 100.65 92.87 7.78 8.3% 1.33 1.4% 10% False False 27,983
80 100.65 92.87 7.78 8.3% 1.27 1.4% 10% False False 25,063
100 100.65 90.53 10.12 10.8% 1.21 1.3% 30% False False 25,197
120 100.65 88.11 12.54 13.4% 1.24 1.3% 44% False False 24,257
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.38
2.618 98.17
1.618 96.82
1.000 95.99
0.618 95.47
HIGH 94.64
0.618 94.12
0.500 93.97
0.382 93.81
LOW 93.29
0.618 92.46
1.000 91.94
1.618 91.11
2.618 89.76
4.250 87.55
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 93.97 94.18
PP 93.85 93.99
S1 93.73 93.80

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

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