NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 25-Nov-2013
Day Change Summary
Previous Current
22-Nov-2013 25-Nov-2013 Change Change % Previous Week
Open 94.25 93.60 -0.65 -0.7% 93.97
High 94.72 94.03 -0.69 -0.7% 94.72
Low 93.64 93.08 -0.56 -0.6% 92.61
Close 94.30 93.76 -0.54 -0.6% 94.30
Range 1.08 0.95 -0.13 -12.0% 2.11
ATR 0.97 0.98 0.02 1.9% 0.00
Volume 7,233 4,991 -2,242 -31.0% 29,800
Daily Pivots for day following 25-Nov-2013
Classic Woodie Camarilla DeMark
R4 96.47 96.07 94.28
R3 95.52 95.12 94.02
R2 94.57 94.57 93.93
R1 94.17 94.17 93.85 94.37
PP 93.62 93.62 93.62 93.73
S1 93.22 93.22 93.67 93.42
S2 92.67 92.67 93.59
S3 91.72 92.27 93.50
S4 90.77 91.32 93.24
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.21 99.36 95.46
R3 98.10 97.25 94.88
R2 95.99 95.99 94.69
R1 95.14 95.14 94.49 95.57
PP 93.88 93.88 93.88 94.09
S1 93.03 93.03 94.11 93.46
S2 91.77 91.77 93.91
S3 89.66 90.92 93.72
S4 87.55 88.81 93.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.72 92.61 2.11 2.3% 0.86 0.9% 55% False False 6,218
10 94.72 92.57 2.15 2.3% 0.97 1.0% 55% False False 6,673
20 95.29 92.50 2.79 3.0% 0.88 0.9% 45% False False 5,912
40 98.67 92.50 6.17 6.6% 0.91 1.0% 20% False False 4,407
60 98.67 92.50 6.17 6.6% 0.84 0.9% 20% False False 3,516
80 99.49 92.50 6.99 7.5% 0.80 0.9% 18% False False 3,128
100 99.49 92.50 6.99 7.5% 0.75 0.8% 18% False False 3,074
120 99.49 88.01 11.48 12.2% 0.67 0.7% 50% False False 3,095
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 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.07
2.618 96.52
1.618 95.57
1.000 94.98
0.618 94.62
HIGH 94.03
0.618 93.67
0.500 93.56
0.382 93.44
LOW 93.08
0.618 92.49
1.000 92.13
1.618 91.54
2.618 90.59
4.250 89.04
Fisher Pivots for day following 25-Nov-2013
Pivot 1 day 3 day
R1 93.69 93.90
PP 93.62 93.85
S1 93.56 93.81

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

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