NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 25-Nov-2013
Day Change Summary
Previous Current
22-Nov-2013 25-Nov-2013 Change Change % Previous Week
Open 94.81 94.22 -0.59 -0.6% 94.43
High 95.20 94.54 -0.66 -0.7% 95.20
Low 93.94 93.07 -0.87 -0.9% 93.00
Close 94.70 94.13 -0.57 -0.6% 94.70
Range 1.26 1.47 0.21 16.7% 2.20
ATR 1.24 1.26 0.03 2.3% 0.00
Volume 41,996 34,540 -7,456 -17.8% 142,013
Daily Pivots for day following 25-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.32 97.70 94.94
R3 96.85 96.23 94.53
R2 95.38 95.38 94.40
R1 94.76 94.76 94.26 94.34
PP 93.91 93.91 93.91 93.70
S1 93.29 93.29 94.00 92.87
S2 92.44 92.44 93.86
S3 90.97 91.82 93.73
S4 89.50 90.35 93.32
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.90 100.00 95.91
R3 98.70 97.80 95.31
R2 96.50 96.50 95.10
R1 95.60 95.60 94.90 96.05
PP 94.30 94.30 94.30 94.53
S1 93.40 93.40 94.50 93.85
S2 92.10 92.10 94.30
S3 89.90 91.20 94.10
S4 87.70 89.00 93.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.20 93.00 2.20 2.3% 1.19 1.3% 51% False False 31,054
10 95.20 92.94 2.26 2.4% 1.29 1.4% 53% False False 35,453
20 95.97 92.87 3.10 3.3% 1.17 1.2% 41% False False 35,124
40 99.46 92.87 6.59 7.0% 1.27 1.3% 19% False False 32,451
60 99.49 92.87 6.62 7.0% 1.29 1.4% 19% False False 28,590
80 100.65 92.87 7.78 8.3% 1.27 1.4% 16% False False 26,036
100 100.65 92.87 7.78 8.3% 1.22 1.3% 16% False False 25,382
120 100.65 88.11 12.54 13.3% 1.25 1.3% 48% False False 24,730
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.79
2.618 98.39
1.618 96.92
1.000 96.01
0.618 95.45
HIGH 94.54
0.618 93.98
0.500 93.81
0.382 93.63
LOW 93.07
0.618 92.16
1.000 91.60
1.618 90.69
2.618 89.22
4.250 86.82
Fisher Pivots for day following 25-Nov-2013
Pivot 1 day 3 day
R1 94.02 94.14
PP 93.91 94.13
S1 93.81 94.13

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

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