NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 93.60 94.26 0.66 0.7% 93.97
High 94.03 94.28 0.25 0.3% 94.72
Low 93.08 93.44 0.36 0.4% 92.61
Close 93.76 93.52 -0.24 -0.3% 94.30
Range 0.95 0.84 -0.11 -11.6% 2.11
ATR 0.98 0.97 -0.01 -1.0% 0.00
Volume 4,991 7,108 2,117 42.4% 29,800
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 96.27 95.73 93.98
R3 95.43 94.89 93.75
R2 94.59 94.59 93.67
R1 94.05 94.05 93.60 93.90
PP 93.75 93.75 93.75 93.67
S1 93.21 93.21 93.44 93.06
S2 92.91 92.91 93.37
S3 92.07 92.37 93.29
S4 91.23 91.53 93.06
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% 0.96 1.0% 43% False False 5,841
10 94.72 92.61 2.11 2.3% 0.89 0.9% 43% False False 6,965
20 95.08 92.50 2.58 2.8% 0.90 1.0% 40% False False 6,126
40 98.67 92.50 6.17 6.6% 0.91 1.0% 17% False False 4,539
60 98.67 92.50 6.17 6.6% 0.83 0.9% 17% False False 3,586
80 99.49 92.50 6.99 7.5% 0.80 0.9% 15% False False 3,190
100 99.49 92.50 6.99 7.5% 0.75 0.8% 15% False False 3,125
120 99.49 88.01 11.48 12.3% 0.68 0.7% 48% False False 3,084
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.85
2.618 96.48
1.618 95.64
1.000 95.12
0.618 94.80
HIGH 94.28
0.618 93.96
0.500 93.86
0.382 93.76
LOW 93.44
0.618 92.92
1.000 92.60
1.618 92.08
2.618 91.24
4.250 89.87
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 93.86 93.90
PP 93.75 93.77
S1 93.63 93.65

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

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