NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 94.82 95.34 0.52 0.5% 93.60
High 95.57 96.00 0.43 0.4% 94.28
Low 94.82 95.34 0.52 0.5% 91.97
Close 95.48 95.65 0.17 0.2% 92.83
Range 0.75 0.66 -0.09 -12.0% 2.31
ATR 1.05 1.02 -0.03 -2.6% 0.00
Volume 9,529 12,264 2,735 28.7% 23,627
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 97.64 97.31 96.01
R3 96.98 96.65 95.83
R2 96.32 96.32 95.77
R1 95.99 95.99 95.71 96.16
PP 95.66 95.66 95.66 95.75
S1 95.33 95.33 95.59 95.50
S2 95.00 95.00 95.53
S3 94.34 94.67 95.47
S4 93.68 94.01 95.29
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 96.00 92.42 3.58 3.7% 0.93 1.0% 90% True False 7,103
10 96.00 91.97 4.03 4.2% 1.01 1.1% 91% True False 6,701
20 96.00 91.97 4.03 4.2% 0.93 1.0% 91% True False 6,648
40 98.67 91.97 6.70 7.0% 0.92 1.0% 55% False False 5,291
60 98.67 91.97 6.70 7.0% 0.87 0.9% 55% False False 4,050
80 99.49 91.97 7.52 7.9% 0.83 0.9% 49% False False 3,559
100 99.49 91.97 7.52 7.9% 0.79 0.8% 49% False False 3,342
120 99.49 88.01 11.48 12.0% 0.72 0.8% 67% False False 3,225
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 3 trading days
Fibonacci Retracements and Extensions
4.250 98.81
2.618 97.73
1.618 97.07
1.000 96.66
0.618 96.41
HIGH 96.00
0.618 95.75
0.500 95.67
0.382 95.59
LOW 95.34
0.618 94.93
1.000 94.68
1.618 94.27
2.618 93.61
4.250 92.54
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 95.67 95.33
PP 95.66 95.01
S1 95.66 94.70

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

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