NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 93.70 92.79 -0.91 -1.0% 94.22
High 93.83 94.05 0.22 0.2% 94.70
Low 92.21 92.65 0.44 0.5% 92.21
Close 92.76 93.12 0.36 0.4% 93.12
Range 1.62 1.40 -0.22 -13.6% 2.49
ATR 1.28 1.29 0.01 0.7% 0.00
Volume 23,426 29,682 6,256 26.7% 123,522
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.47 96.70 93.89
R3 96.07 95.30 93.51
R2 94.67 94.67 93.38
R1 93.90 93.90 93.25 94.29
PP 93.27 93.27 93.27 93.47
S1 92.50 92.50 92.99 92.89
S2 91.87 91.87 92.86
S3 90.47 91.10 92.74
S4 89.07 89.70 92.35
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.81 99.46 94.49
R3 98.32 96.97 93.80
R2 95.83 95.83 93.58
R1 94.48 94.48 93.35 93.91
PP 93.34 93.34 93.34 93.06
S1 91.99 91.99 92.89 91.42
S2 90.85 90.85 92.66
S3 88.36 89.50 92.44
S4 85.87 87.01 91.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.20 92.21 2.99 3.2% 1.35 1.5% 30% False False 33,103
10 95.20 92.21 2.99 3.2% 1.21 1.3% 30% False False 32,946
20 95.31 92.21 3.10 3.3% 1.26 1.3% 29% False False 34,389
40 99.46 92.21 7.25 7.8% 1.27 1.4% 13% False False 33,045
60 99.49 92.21 7.28 7.8% 1.29 1.4% 13% False False 29,059
80 100.65 92.21 8.44 9.1% 1.28 1.4% 11% False False 26,722
100 100.65 92.21 8.44 9.1% 1.23 1.3% 11% False False 25,609
120 100.65 88.11 12.54 13.5% 1.24 1.3% 40% False False 24,804
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.00
2.618 97.72
1.618 96.32
1.000 95.45
0.618 94.92
HIGH 94.05
0.618 93.52
0.500 93.35
0.382 93.18
LOW 92.65
0.618 91.78
1.000 91.25
1.618 90.38
2.618 88.98
4.250 86.70
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 93.35 93.46
PP 93.27 93.34
S1 93.20 93.23

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

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