NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 94.03 93.97 -0.06 -0.1% 93.20
High 94.18 94.12 -0.06 -0.1% 94.66
Low 94.03 92.97 -1.06 -1.1% 92.57
Close 94.07 93.20 -0.87 -0.9% 94.07
Range 0.15 1.15 1.00 666.7% 2.09
ATR 0.98 0.99 0.01 1.3% 0.00
Volume 13,036 3,699 -9,337 -71.6% 38,717
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 96.88 96.19 93.83
R3 95.73 95.04 93.52
R2 94.58 94.58 93.41
R1 93.89 93.89 93.31 93.66
PP 93.43 93.43 93.43 93.32
S1 92.74 92.74 93.09 92.51
S2 92.28 92.28 92.99
S3 91.13 91.59 92.88
S4 89.98 90.44 92.57
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.04 99.14 95.22
R3 97.95 97.05 94.64
R2 95.86 95.86 94.45
R1 94.96 94.96 94.26 95.41
PP 93.77 93.77 93.77 93.99
S1 92.87 92.87 93.88 93.32
S2 91.68 91.68 93.69
S3 89.59 90.78 93.50
S4 87.50 88.69 92.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.66 92.57 2.09 2.2% 1.07 1.1% 30% False False 7,128
10 94.66 92.50 2.16 2.3% 0.95 1.0% 32% False False 6,122
20 96.56 92.50 4.06 4.4% 0.94 1.0% 17% False False 5,337
40 98.67 92.50 6.17 6.6% 0.87 0.9% 11% False False 3,800
60 99.49 92.50 6.99 7.5% 0.84 0.9% 10% False False 3,199
80 99.49 92.50 6.99 7.5% 0.79 0.8% 10% False False 2,843
100 99.49 90.26 9.23 9.9% 0.73 0.8% 32% False False 2,905
120 99.49 88.01 11.48 12.3% 0.66 0.7% 45% False False 3,056
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.01
2.618 97.13
1.618 95.98
1.000 95.27
0.618 94.83
HIGH 94.12
0.618 93.68
0.500 93.55
0.382 93.41
LOW 92.97
0.618 92.26
1.000 91.82
1.618 91.11
2.618 89.96
4.250 88.08
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 93.55 93.82
PP 93.43 93.61
S1 93.32 93.41

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

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