NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 02-Dec-2013
Day Change Summary
Previous Current
29-Nov-2013 02-Dec-2013 Change Change % Previous Week
Open 92.79 93.23 0.44 0.5% 94.22
High 94.05 94.19 0.14 0.1% 94.70
Low 92.65 92.95 0.30 0.3% 92.21
Close 93.12 93.86 0.74 0.8% 93.12
Range 1.40 1.24 -0.16 -11.4% 2.49
ATR 1.29 1.28 0.00 -0.3% 0.00
Volume 29,682 12,696 -16,986 -57.2% 123,522
Daily Pivots for day following 02-Dec-2013
Classic Woodie Camarilla DeMark
R4 97.39 96.86 94.54
R3 96.15 95.62 94.20
R2 94.91 94.91 94.09
R1 94.38 94.38 93.97 94.65
PP 93.67 93.67 93.67 93.80
S1 93.14 93.14 93.75 93.41
S2 92.43 92.43 93.63
S3 91.19 91.90 93.52
S4 89.95 90.66 93.18
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 94.70 92.21 2.49 2.7% 1.35 1.4% 66% False False 27,243
10 95.20 92.21 2.99 3.2% 1.26 1.3% 55% False False 27,823
20 95.20 92.21 2.99 3.2% 1.23 1.3% 55% False False 32,683
40 99.46 92.21 7.25 7.7% 1.28 1.4% 23% False False 32,851
60 99.46 92.21 7.25 7.7% 1.30 1.4% 23% False False 28,959
80 100.65 92.21 8.44 9.0% 1.27 1.4% 20% False False 26,687
100 100.65 92.21 8.44 9.0% 1.24 1.3% 20% False False 25,275
120 100.65 88.11 12.54 13.4% 1.25 1.3% 46% False False 24,800
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 3 trading days
Fibonacci Retracements and Extensions
4.250 99.46
2.618 97.44
1.618 96.20
1.000 95.43
0.618 94.96
HIGH 94.19
0.618 93.72
0.500 93.57
0.382 93.42
LOW 92.95
0.618 92.18
1.000 91.71
1.618 90.94
2.618 89.70
4.250 87.68
Fisher Pivots for day following 02-Dec-2013
Pivot 1 day 3 day
R1 93.76 93.64
PP 93.67 93.42
S1 93.57 93.20

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

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