NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 95.50 95.99 0.49 0.5% 94.22
High 96.30 96.73 0.43 0.4% 94.70
Low 95.31 95.99 0.68 0.7% 92.21
Close 96.14 96.33 0.19 0.2% 93.12
Range 0.99 0.74 -0.25 -25.3% 2.49
ATR 1.31 1.27 -0.04 -3.1% 0.00
Volume 71,121 73,904 2,783 3.9% 123,522
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 98.57 98.19 96.74
R3 97.83 97.45 96.53
R2 97.09 97.09 96.47
R1 96.71 96.71 96.40 96.90
PP 96.35 96.35 96.35 96.45
S1 95.97 95.97 96.26 96.16
S2 95.61 95.61 96.19
S3 94.87 95.23 96.13
S4 94.13 94.49 95.92
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 96.73 92.65 4.08 4.2% 1.25 1.3% 90% True False 44,298
10 96.73 92.21 4.52 4.7% 1.32 1.4% 91% True False 38,325
20 96.73 92.21 4.52 4.7% 1.24 1.3% 91% True False 36,611
40 99.46 92.21 7.25 7.5% 1.26 1.3% 57% False False 35,703
60 99.46 92.21 7.25 7.5% 1.29 1.3% 57% False False 30,845
80 100.65 92.21 8.44 8.8% 1.28 1.3% 49% False False 28,343
100 100.65 92.21 8.44 8.8% 1.25 1.3% 49% False False 26,255
120 100.65 88.11 12.54 13.0% 1.25 1.3% 66% False False 25,829
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.23
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 99.88
2.618 98.67
1.618 97.93
1.000 97.47
0.618 97.19
HIGH 96.73
0.618 96.45
0.500 96.36
0.382 96.27
LOW 95.99
0.618 95.53
1.000 95.25
1.618 94.79
2.618 94.05
4.250 92.85
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 96.36 95.94
PP 96.35 95.56
S1 96.34 95.17

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

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