NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 93.50 92.30 -1.20 -1.3% 94.15
High 93.60 93.90 0.30 0.3% 94.69
Low 91.77 92.06 0.29 0.3% 91.77
Close 92.30 92.72 0.42 0.5% 92.72
Range 1.83 1.84 0.01 0.5% 2.92
ATR 1.57 1.59 0.02 1.2% 0.00
Volume 230,878 143,205 -87,673 -38.0% 805,121
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.41 97.41 93.73
R3 96.57 95.57 93.23
R2 94.73 94.73 93.06
R1 93.73 93.73 92.89 94.23
PP 92.89 92.89 92.89 93.15
S1 91.89 91.89 92.55 92.39
S2 91.05 91.05 92.38
S3 89.21 90.05 92.21
S4 87.37 88.21 91.71
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.82 100.19 94.33
R3 98.90 97.27 93.52
R2 95.98 95.98 93.26
R1 94.35 94.35 92.99 93.71
PP 93.06 93.06 93.06 92.74
S1 91.43 91.43 92.45 90.79
S2 90.14 90.14 92.18
S3 87.22 88.51 91.92
S4 84.30 85.59 91.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.57 91.77 3.80 4.1% 1.57 1.7% 25% False False 212,592
10 95.63 91.77 3.86 4.2% 1.46 1.6% 25% False False 201,206
20 96.93 91.77 5.16 5.6% 1.55 1.7% 18% False False 152,794
40 103.34 91.77 11.57 12.5% 1.58 1.7% 8% False False 111,322
60 106.38 91.77 14.61 15.8% 1.59 1.7% 7% False False 84,841
80 107.94 91.77 16.17 17.4% 1.61 1.7% 6% False False 69,158
100 107.94 91.77 16.17 17.4% 1.56 1.7% 6% False False 59,072
120 107.94 90.40 17.54 18.9% 1.54 1.7% 13% False False 51,690
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 101.72
2.618 98.72
1.618 96.88
1.000 95.74
0.618 95.04
HIGH 93.90
0.618 93.20
0.500 92.98
0.382 92.76
LOW 92.06
0.618 90.92
1.000 90.22
1.618 89.08
2.618 87.24
4.250 84.24
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 92.98 93.23
PP 92.89 93.06
S1 92.81 92.89

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

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