NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 15-Nov-2013
Day Change Summary
Previous Current
14-Nov-2013 15-Nov-2013 Change Change % Previous Week
Open 93.50 93.89 0.39 0.4% 94.45
High 94.43 94.55 0.12 0.1% 95.38
Low 92.51 93.58 1.07 1.2% 92.51
Close 93.76 93.84 0.08 0.1% 93.84
Range 1.92 0.97 -0.95 -49.5% 2.87
ATR 1.68 1.63 -0.05 -3.0% 0.00
Volume 315,066 204,366 -110,700 -35.1% 1,384,851
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 96.90 96.34 94.37
R3 95.93 95.37 94.11
R2 94.96 94.96 94.02
R1 94.40 94.40 93.93 94.20
PP 93.99 93.99 93.99 93.89
S1 93.43 93.43 93.75 93.23
S2 93.02 93.02 93.66
S3 92.05 92.46 93.57
S4 91.08 91.49 93.31
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 102.52 101.05 95.42
R3 99.65 98.18 94.63
R2 96.78 96.78 94.37
R1 95.31 95.31 94.10 94.61
PP 93.91 93.91 93.91 93.56
S1 92.44 92.44 93.58 91.74
S2 91.04 91.04 93.31
S3 88.17 89.57 93.05
S4 85.30 86.70 92.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.38 92.51 2.87 3.1% 1.63 1.7% 46% False False 276,970
10 95.40 92.51 2.89 3.1% 1.53 1.6% 46% False False 261,542
20 101.23 92.51 8.72 9.3% 1.56 1.7% 15% False False 264,064
40 104.07 92.51 11.56 12.3% 1.64 1.8% 12% False False 202,886
60 109.70 92.51 17.19 18.3% 1.79 1.9% 8% False False 161,957
80 109.70 92.51 17.19 18.3% 1.73 1.8% 8% False False 137,895
100 109.70 92.51 17.19 18.3% 1.70 1.8% 8% False False 127,775
120 109.70 90.69 19.01 20.3% 1.72 1.8% 17% False False 118,314
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.38
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 98.67
2.618 97.09
1.618 96.12
1.000 95.52
0.618 95.15
HIGH 94.55
0.618 94.18
0.500 94.07
0.382 93.95
LOW 93.58
0.618 92.98
1.000 92.61
1.618 92.01
2.618 91.04
4.250 89.46
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 94.07 93.74
PP 93.99 93.63
S1 93.92 93.53

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

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