NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 08-Nov-2013
Day Change Summary
Previous Current
07-Nov-2013 08-Nov-2013 Change Change % Previous Week
Open 93.38 93.29 -0.09 -0.1% 93.22
High 93.76 93.44 -0.32 -0.3% 93.83
Low 92.83 93.14 0.31 0.3% 92.50
Close 93.09 93.44 0.35 0.4% 93.44
Range 0.93 0.30 -0.63 -67.7% 1.33
ATR 0.99 0.95 -0.05 -4.6% 0.00
Volume 5,428 5,473 45 0.8% 24,815
Daily Pivots for day following 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 94.24 94.14 93.61
R3 93.94 93.84 93.52
R2 93.64 93.64 93.50
R1 93.54 93.54 93.47 93.59
PP 93.34 93.34 93.34 93.37
S1 93.24 93.24 93.41 93.29
S2 93.04 93.04 93.39
S3 92.74 92.94 93.36
S4 92.44 92.64 93.28
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.25 96.67 94.17
R3 95.92 95.34 93.81
R2 94.59 94.59 93.68
R1 94.01 94.01 93.56 94.30
PP 93.26 93.26 93.26 93.40
S1 92.68 92.68 93.32 92.97
S2 91.93 91.93 93.20
S3 90.60 91.35 93.07
S4 89.27 90.02 92.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.83 92.50 1.33 1.4% 0.83 0.9% 71% False False 4,963
10 95.35 92.50 2.85 3.1% 0.82 0.9% 33% False False 4,767
20 98.67 92.50 6.17 6.6% 0.87 0.9% 15% False False 4,178
40 98.67 92.50 6.17 6.6% 0.85 0.9% 15% False False 2,973
60 99.49 92.50 6.99 7.5% 0.79 0.8% 13% False False 2,656
80 99.49 92.50 6.99 7.5% 0.76 0.8% 13% False False 2,522
100 99.49 88.01 11.48 12.3% 0.68 0.7% 47% False False 2,614
120 99.49 88.01 11.48 12.3% 0.63 0.7% 47% False False 2,737
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 94.72
2.618 94.23
1.618 93.93
1.000 93.74
0.618 93.63
HIGH 93.44
0.618 93.33
0.500 93.29
0.382 93.25
LOW 93.14
0.618 92.95
1.000 92.84
1.618 92.65
2.618 92.35
4.250 91.87
Fisher Pivots for day following 08-Nov-2013
Pivot 1 day 3 day
R1 93.39 93.39
PP 93.34 93.33
S1 93.29 93.28

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

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