NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 93.20 92.42 -0.78 -0.8% 93.60
High 93.42 93.65 0.23 0.2% 94.28
Low 91.97 92.42 0.45 0.5% 91.97
Close 92.49 92.83 0.34 0.4% 92.83
Range 1.45 1.23 -0.22 -15.2% 2.31
ATR 1.01 1.03 0.02 1.5% 0.00
Volume 5,926 5,602 -324 -5.5% 23,627
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 96.66 95.97 93.51
R3 95.43 94.74 93.17
R2 94.20 94.20 93.06
R1 93.51 93.51 92.94 93.86
PP 92.97 92.97 92.97 93.14
S1 92.28 92.28 92.72 92.63
S2 91.74 91.74 92.60
S3 90.51 91.05 92.49
S4 89.28 89.82 92.15
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 99.96 98.70 94.10
R3 97.65 96.39 93.47
R2 95.34 95.34 93.25
R1 94.08 94.08 93.04 93.56
PP 93.03 93.03 93.03 92.76
S1 91.77 91.77 92.62 91.25
S2 90.72 90.72 92.41
S3 88.41 89.46 92.19
S4 86.10 87.15 91.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.72 91.97 2.75 3.0% 1.11 1.2% 31% False False 6,172
10 94.72 91.97 2.75 3.0% 0.91 1.0% 31% False False 6,646
20 94.72 91.97 2.75 3.0% 0.99 1.1% 31% False False 6,174
40 98.67 91.97 6.70 7.2% 0.92 1.0% 13% False False 4,696
60 98.67 91.97 6.70 7.2% 0.86 0.9% 13% False False 3,683
80 99.49 91.97 7.52 8.1% 0.82 0.9% 11% False False 3,289
100 99.49 91.97 7.52 8.1% 0.77 0.8% 11% False False 3,184
120 99.49 88.01 11.48 12.4% 0.69 0.7% 42% False False 3,033
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.88
2.618 96.87
1.618 95.64
1.000 94.88
0.618 94.41
HIGH 93.65
0.618 93.18
0.500 93.04
0.382 92.89
LOW 92.42
0.618 91.66
1.000 91.19
1.618 90.43
2.618 89.20
4.250 87.19
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 93.04 93.13
PP 92.97 93.03
S1 92.90 92.93

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

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