NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 94.21 93.50 -0.71 -0.8% 94.43
High 94.69 93.60 -1.09 -1.2% 95.63
Low 93.43 91.77 -1.66 -1.8% 93.22
Close 93.68 92.30 -1.38 -1.5% 94.84
Range 1.26 1.83 0.57 45.2% 2.41
ATR 1.54 1.57 0.03 1.7% 0.00
Volume 160,178 230,878 70,700 44.1% 1,106,058
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.05 97.00 93.31
R3 96.22 95.17 92.80
R2 94.39 94.39 92.64
R1 93.34 93.34 92.47 92.95
PP 92.56 92.56 92.56 92.36
S1 91.51 91.51 92.13 91.12
S2 90.73 90.73 91.96
S3 88.90 89.68 91.80
S4 87.07 87.85 91.29
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.79 100.73 96.17
R3 99.38 98.32 95.50
R2 96.97 96.97 95.28
R1 95.91 95.91 95.06 96.44
PP 94.56 94.56 94.56 94.83
S1 93.50 93.50 94.62 94.03
S2 92.15 92.15 94.40
S3 89.74 91.09 94.18
S4 87.33 88.68 93.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.63 91.77 3.86 4.2% 1.64 1.8% 14% False True 228,379
10 95.63 91.77 3.86 4.2% 1.47 1.6% 14% False True 203,208
20 97.28 91.77 5.51 6.0% 1.50 1.6% 10% False True 150,582
40 103.34 91.77 11.57 12.5% 1.56 1.7% 5% False True 109,901
60 106.38 91.77 14.61 15.8% 1.58 1.7% 4% False True 82,779
80 107.94 91.77 16.17 17.5% 1.60 1.7% 3% False True 67,559
100 107.94 91.77 16.17 17.5% 1.55 1.7% 3% False True 57,854
120 107.94 90.40 17.54 19.0% 1.54 1.7% 11% False False 50,558
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.42
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.38
2.618 98.39
1.618 96.56
1.000 95.43
0.618 94.73
HIGH 93.60
0.618 92.90
0.500 92.69
0.382 92.47
LOW 91.77
0.618 90.64
1.000 89.94
1.618 88.81
2.618 86.98
4.250 83.99
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 92.69 93.23
PP 92.56 92.92
S1 92.43 92.61

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

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