NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 06-Nov-2013
Day Change Summary
Previous Current
05-Nov-2013 06-Nov-2013 Change Change % Previous Week
Open 94.91 94.22 -0.69 -0.7% 96.96
High 95.26 95.80 0.54 0.6% 98.15
Low 93.74 94.19 0.45 0.5% 94.74
Close 93.93 95.23 1.30 1.4% 94.96
Range 1.52 1.61 0.09 5.9% 3.41
ATR 1.41 1.45 0.03 2.3% 0.00
Volume 34,555 34,294 -261 -0.8% 188,541
Daily Pivots for day following 06-Nov-2013
Classic Woodie Camarilla DeMark
R4 99.90 99.18 96.12
R3 98.29 97.57 95.67
R2 96.68 96.68 95.53
R1 95.96 95.96 95.38 96.32
PP 95.07 95.07 95.07 95.26
S1 94.35 94.35 95.08 94.71
S2 93.46 93.46 94.93
S3 91.85 92.74 94.79
S4 90.24 91.13 94.34
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 106.18 103.98 96.84
R3 102.77 100.57 95.90
R2 99.36 99.36 95.59
R1 97.16 97.16 95.27 96.56
PP 95.95 95.95 95.95 95.65
S1 93.75 93.75 94.65 93.15
S2 92.54 92.54 94.33
S3 89.13 90.34 94.02
S4 85.72 86.93 93.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.04 93.74 3.30 3.5% 1.39 1.5% 45% False False 42,219
10 98.15 93.74 4.41 4.6% 1.23 1.3% 34% False False 39,288
20 101.81 93.74 8.07 8.5% 1.43 1.5% 18% False False 39,531
40 102.29 93.74 8.55 9.0% 1.43 1.5% 17% False False 30,868
60 104.37 93.74 10.63 11.2% 1.40 1.5% 14% False False 25,375
80 104.37 93.74 10.63 11.2% 1.37 1.4% 14% False False 21,851
100 104.37 89.48 14.89 15.6% 1.33 1.4% 39% False False 20,172
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 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.64
2.618 100.01
1.618 98.40
1.000 97.41
0.618 96.79
HIGH 95.80
0.618 95.18
0.500 95.00
0.382 94.81
LOW 94.19
0.618 93.20
1.000 92.58
1.618 91.59
2.618 89.98
4.250 87.35
Fisher Pivots for day following 06-Nov-2013
Pivot 1 day 3 day
R1 95.15 95.08
PP 95.07 94.92
S1 95.00 94.77

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

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