NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 93.68 94.82 1.14 1.2% 93.60
High 94.83 95.57 0.74 0.8% 94.28
Low 93.39 94.82 1.43 1.5% 91.97
Close 94.59 95.48 0.89 0.9% 92.83
Range 1.44 0.75 -0.69 -47.9% 2.31
ATR 1.05 1.05 -0.01 -0.5% 0.00
Volume 6,119 9,529 3,410 55.7% 23,627
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 97.54 97.26 95.89
R3 96.79 96.51 95.69
R2 96.04 96.04 95.62
R1 95.76 95.76 95.55 95.90
PP 95.29 95.29 95.29 95.36
S1 95.01 95.01 95.41 95.15
S2 94.54 94.54 95.34
S3 93.79 94.26 95.27
S4 93.04 93.51 95.07
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 95.57 91.97 3.60 3.8% 1.09 1.1% 98% True False 5,836
10 95.57 91.97 3.60 3.8% 1.03 1.1% 98% True False 5,839
20 95.57 91.97 3.60 3.8% 0.95 1.0% 98% True False 6,235
40 98.67 91.97 6.70 7.0% 0.94 1.0% 52% False False 5,027
60 98.67 91.97 6.70 7.0% 0.87 0.9% 52% False False 3,868
80 99.49 91.97 7.52 7.9% 0.83 0.9% 47% False False 3,444
100 99.49 91.97 7.52 7.9% 0.79 0.8% 47% False False 3,243
120 99.49 88.01 11.48 12.0% 0.71 0.7% 65% False False 3,146
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 98.76
2.618 97.53
1.618 96.78
1.000 96.32
0.618 96.03
HIGH 95.57
0.618 95.28
0.500 95.20
0.382 95.11
LOW 94.82
0.618 94.36
1.000 94.07
1.618 93.61
2.618 92.86
4.250 91.63
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 95.39 95.11
PP 95.29 94.73
S1 95.20 94.36

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

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