NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 94.78 94.78 0.00 0.0% 94.99
High 95.27 95.71 0.44 0.5% 95.74
Low 94.24 94.45 0.21 0.2% 93.43
Close 94.95 95.47 0.52 0.5% 94.95
Range 1.03 1.26 0.23 22.3% 2.31
ATR 1.58 1.55 -0.02 -1.4% 0.00
Volume 98,653 80,545 -18,108 -18.4% 426,942
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.99 98.49 96.16
R3 97.73 97.23 95.82
R2 96.47 96.47 95.70
R1 95.97 95.97 95.59 96.22
PP 95.21 95.21 95.21 95.34
S1 94.71 94.71 95.35 94.96
S2 93.95 93.95 95.24
S3 92.69 93.45 95.12
S4 91.43 92.19 94.78
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.64 100.60 96.22
R3 99.33 98.29 95.59
R2 97.02 97.02 95.37
R1 95.98 95.98 95.16 95.35
PP 94.71 94.71 94.71 94.39
S1 93.67 93.67 94.74 93.04
S2 92.40 92.40 94.53
S3 90.09 91.36 94.31
S4 87.78 89.05 93.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.74 93.43 2.31 2.4% 1.46 1.5% 88% False False 83,476
10 98.68 93.43 5.25 5.5% 1.35 1.4% 39% False False 78,650
20 102.99 93.43 9.56 10.0% 1.53 1.6% 21% False False 76,618
40 105.15 93.43 11.72 12.3% 1.61 1.7% 17% False False 61,713
60 107.94 93.43 14.51 15.2% 1.65 1.7% 14% False False 48,458
80 107.94 93.43 14.51 15.2% 1.59 1.7% 14% False False 40,926
100 107.94 90.40 17.54 18.4% 1.56 1.6% 29% False False 36,775
120 107.94 90.35 17.59 18.4% 1.53 1.6% 29% False False 31,794
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.07
2.618 99.01
1.618 97.75
1.000 96.97
0.618 96.49
HIGH 95.71
0.618 95.23
0.500 95.08
0.382 94.93
LOW 94.45
0.618 93.67
1.000 93.19
1.618 92.41
2.618 91.15
4.250 89.10
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 95.34 95.29
PP 95.21 95.11
S1 95.08 94.94

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

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