NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 93.00 93.33 0.33 0.4% 94.45
High 93.46 93.93 0.47 0.5% 95.38
Low 92.43 92.73 0.30 0.3% 92.51
Close 93.34 93.33 -0.01 0.0% 93.84
Range 1.03 1.20 0.17 16.5% 2.87
ATR 1.58 1.56 -0.03 -1.7% 0.00
Volume 131,463 20,364 -111,099 -84.5% 1,384,851
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 96.93 96.33 93.99
R3 95.73 95.13 93.66
R2 94.53 94.53 93.55
R1 93.93 93.93 93.44 93.93
PP 93.33 93.33 93.33 93.33
S1 92.73 92.73 93.22 92.73
S2 92.13 92.13 93.11
S3 90.93 91.53 93.00
S4 89.73 90.33 92.67
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 94.55 92.43 2.12 2.3% 1.34 1.4% 42% False False 168,140
10 95.38 92.43 2.95 3.2% 1.45 1.6% 31% False False 220,840
20 98.82 92.43 6.39 6.8% 1.44 1.5% 14% False False 229,857
40 103.96 92.43 11.53 12.4% 1.62 1.7% 8% False False 202,156
60 109.70 92.43 17.27 18.5% 1.74 1.9% 5% False False 164,265
80 109.70 92.43 17.27 18.5% 1.73 1.9% 5% False False 140,002
100 109.70 92.43 17.27 18.5% 1.69 1.8% 5% False False 129,140
120 109.70 91.05 18.65 20.0% 1.70 1.8% 12% False False 119,610
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.03
2.618 97.07
1.618 95.87
1.000 95.13
0.618 94.67
HIGH 93.93
0.618 93.47
0.500 93.33
0.382 93.19
LOW 92.73
0.618 91.99
1.000 91.53
1.618 90.79
2.618 89.59
4.250 87.63
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 93.33 93.37
PP 93.33 93.35
S1 93.33 93.34

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

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