NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 94.43 93.64 -0.79 -0.8% 94.78
High 94.94 94.13 -0.81 -0.9% 95.71
Low 93.38 93.22 -0.16 -0.2% 93.17
Close 93.68 93.89 0.21 0.2% 94.49
Range 1.56 0.91 -0.65 -41.7% 2.54
ATR 1.57 1.52 -0.05 -3.0% 0.00
Volume 137,135 263,051 125,916 91.8% 640,698
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 96.48 96.09 94.39
R3 95.57 95.18 94.14
R2 94.66 94.66 94.06
R1 94.27 94.27 93.97 94.47
PP 93.75 93.75 93.75 93.84
S1 93.36 93.36 93.81 93.56
S2 92.84 92.84 93.72
S3 91.93 92.45 93.64
S4 91.02 91.54 93.39
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 102.08 100.82 95.89
R3 99.54 98.28 95.19
R2 97.00 97.00 94.96
R1 95.74 95.74 94.72 95.10
PP 94.46 94.46 94.46 94.14
S1 93.20 93.20 94.26 92.56
S2 91.92 91.92 94.02
S3 89.38 90.66 93.79
S4 86.84 88.12 93.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.15 93.17 1.98 2.1% 1.37 1.5% 36% False False 161,750
10 95.74 93.17 2.57 2.7% 1.46 1.6% 28% False False 130,673
20 98.96 93.17 5.79 6.2% 1.44 1.5% 12% False False 103,297
40 103.34 93.17 10.17 10.8% 1.56 1.7% 7% False False 80,849
60 107.94 93.17 14.77 15.7% 1.67 1.8% 5% False False 62,116
80 107.94 93.17 14.77 15.7% 1.60 1.7% 5% False False 51,723
100 107.94 93.17 14.77 15.7% 1.54 1.6% 5% False False 45,589
120 107.94 90.35 17.59 18.7% 1.52 1.6% 20% False False 39,557
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 98.00
2.618 96.51
1.618 95.60
1.000 95.04
0.618 94.69
HIGH 94.13
0.618 93.78
0.500 93.68
0.382 93.57
LOW 93.22
0.618 92.66
1.000 92.31
1.618 91.75
2.618 90.84
4.250 89.35
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 93.82 94.19
PP 93.75 94.09
S1 93.68 93.99

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

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