NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 94.99 94.82 -0.17 -0.2% 97.95
High 95.43 95.22 -0.21 -0.2% 98.96
Low 94.42 93.43 -0.99 -1.0% 94.69
Close 94.98 93.73 -1.25 -1.3% 94.96
Range 1.01 1.79 0.78 77.2% 4.27
ATR 1.59 1.60 0.01 0.9% 0.00
Volume 90,107 70,984 -19,123 -21.2% 324,304
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 99.50 98.40 94.71
R3 97.71 96.61 94.22
R2 95.92 95.92 94.06
R1 94.82 94.82 93.89 94.48
PP 94.13 94.13 94.13 93.95
S1 93.03 93.03 93.57 92.69
S2 92.34 92.34 93.40
S3 90.55 91.24 93.24
S4 88.76 89.45 92.75
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 98.03 93.43 4.60 4.9% 1.44 1.5% 7% False True 76,945
10 98.96 93.43 5.53 5.9% 1.42 1.5% 5% False True 75,920
20 103.01 93.43 9.58 10.2% 1.66 1.8% 3% False True 73,440
40 105.15 93.43 11.72 12.5% 1.61 1.7% 3% False True 55,380
60 107.94 93.43 14.51 15.5% 1.63 1.7% 2% False True 44,016
80 107.94 93.43 14.51 15.5% 1.59 1.7% 2% False True 37,306
100 107.94 90.40 17.54 18.7% 1.56 1.7% 19% False False 33,620
120 107.94 90.35 17.59 18.8% 1.53 1.6% 19% False False 29,052
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.83
2.618 99.91
1.618 98.12
1.000 97.01
0.618 96.33
HIGH 95.22
0.618 94.54
0.500 94.33
0.382 94.11
LOW 93.43
0.618 92.32
1.000 91.64
1.618 90.53
2.618 88.74
4.250 85.82
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 94.33 95.18
PP 94.13 94.70
S1 93.93 94.21

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

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