NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 94.22 95.32 1.10 1.2% 96.96
High 95.80 95.68 -0.12 -0.1% 98.15
Low 94.19 94.35 0.16 0.2% 94.74
Close 95.23 94.62 -0.61 -0.6% 94.96
Range 1.61 1.33 -0.28 -17.4% 3.41
ATR 1.45 1.44 -0.01 -0.6% 0.00
Volume 34,294 38,099 3,805 11.1% 188,541
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.87 98.08 95.35
R3 97.54 96.75 94.99
R2 96.21 96.21 94.86
R1 95.42 95.42 94.74 95.15
PP 94.88 94.88 94.88 94.75
S1 94.09 94.09 94.50 93.82
S2 93.55 93.55 94.38
S3 92.22 92.76 94.25
S4 90.89 91.43 93.89
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 96.74 93.74 3.00 3.2% 1.48 1.6% 29% False False 39,226
10 98.15 93.74 4.41 4.7% 1.21 1.3% 20% False False 37,587
20 101.81 93.74 8.07 8.5% 1.39 1.5% 11% False False 39,818
40 102.29 93.74 8.55 9.0% 1.44 1.5% 10% False False 31,437
60 104.37 93.74 10.63 11.2% 1.41 1.5% 8% False False 25,780
80 104.37 93.74 10.63 11.2% 1.38 1.5% 8% False False 22,186
100 104.37 89.48 14.89 15.7% 1.34 1.4% 35% False False 20,494
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.33
2.618 99.16
1.618 97.83
1.000 97.01
0.618 96.50
HIGH 95.68
0.618 95.17
0.500 95.02
0.382 94.86
LOW 94.35
0.618 93.53
1.000 93.02
1.618 92.20
2.618 90.87
4.250 88.70
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 95.02 94.77
PP 94.88 94.72
S1 94.75 94.67

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

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