NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 96.92 96.57 -0.35 -0.4% 97.95
High 97.28 96.93 -0.35 -0.4% 98.96
Low 96.31 94.69 -1.62 -1.7% 94.69
Close 96.65 94.96 -1.69 -1.7% 94.96
Range 0.97 2.24 1.27 130.9% 4.27
ATR 1.58 1.63 0.05 3.0% 0.00
Volume 98,968 77,070 -21,898 -22.1% 324,304
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 102.25 100.84 96.19
R3 100.01 98.60 95.58
R2 97.77 97.77 95.37
R1 96.36 96.36 95.17 95.95
PP 95.53 95.53 95.53 95.32
S1 94.12 94.12 94.75 93.71
S2 93.29 93.29 94.55
S3 91.05 91.88 94.34
S4 88.81 89.64 93.73
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 109.01 106.26 97.31
R3 104.74 101.99 96.13
R2 100.47 100.47 95.74
R1 97.72 97.72 95.35 96.96
PP 96.20 96.20 96.20 95.83
S1 93.45 93.45 94.57 92.69
S2 91.93 91.93 94.18
S3 87.66 89.18 93.79
S4 83.39 84.91 92.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.96 94.69 4.27 4.5% 1.31 1.4% 6% False True 64,860
10 101.09 94.69 6.40 6.7% 1.51 1.6% 4% False True 73,865
20 103.34 94.69 8.65 9.1% 1.66 1.8% 3% False True 70,814
40 106.03 94.69 11.34 11.9% 1.63 1.7% 2% False True 52,457
60 107.94 94.69 13.25 14.0% 1.64 1.7% 2% False True 42,211
80 107.94 94.69 13.25 14.0% 1.58 1.7% 2% False True 36,039
100 107.94 90.40 17.54 18.5% 1.56 1.6% 26% False False 32,142
120 107.94 90.35 17.59 18.5% 1.53 1.6% 26% False False 27,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 106.45
2.618 102.79
1.618 100.55
1.000 99.17
0.618 98.31
HIGH 96.93
0.618 96.07
0.500 95.81
0.382 95.55
LOW 94.69
0.618 93.31
1.000 92.45
1.618 91.07
2.618 88.83
4.250 85.17
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 95.81 96.36
PP 95.53 95.89
S1 95.24 95.43

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

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