NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 93.15 93.68 0.53 0.6% 93.60
High 93.73 94.83 1.10 1.2% 94.28
Low 93.15 93.39 0.24 0.3% 91.97
Close 93.51 94.59 1.08 1.2% 92.83
Range 0.58 1.44 0.86 148.3% 2.31
ATR 1.02 1.05 0.03 2.9% 0.00
Volume 2,005 6,119 4,114 205.2% 23,627
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 98.59 98.03 95.38
R3 97.15 96.59 94.99
R2 95.71 95.71 94.85
R1 95.15 95.15 94.72 95.43
PP 94.27 94.27 94.27 94.41
S1 93.71 93.71 94.46 93.99
S2 92.83 92.83 94.33
S3 91.39 92.27 94.19
S4 89.95 90.83 93.80
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 94.83 91.97 2.86 3.0% 1.11 1.2% 92% True False 5,352
10 94.83 91.97 2.86 3.0% 0.99 1.0% 92% True False 5,785
20 94.83 91.97 2.86 3.0% 0.97 1.0% 92% True False 5,953
40 98.67 91.97 6.70 7.1% 0.93 1.0% 39% False False 4,842
60 98.67 91.97 6.70 7.1% 0.87 0.9% 39% False False 3,741
80 99.49 91.97 7.52 8.0% 0.83 0.9% 35% False False 3,353
100 99.49 91.97 7.52 8.0% 0.78 0.8% 35% False False 3,175
120 99.49 88.01 11.48 12.1% 0.71 0.8% 57% False False 3,077
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 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.95
2.618 98.60
1.618 97.16
1.000 96.27
0.618 95.72
HIGH 94.83
0.618 94.28
0.500 94.11
0.382 93.94
LOW 93.39
0.618 92.50
1.000 91.95
1.618 91.06
2.618 89.62
4.250 87.27
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 94.43 94.27
PP 94.27 93.95
S1 94.11 93.63

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

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