NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 94.91 95.37 0.46 0.5% 95.00
High 95.73 95.67 -0.06 -0.1% 95.80
Low 94.59 93.64 -0.95 -1.0% 93.74
Close 95.59 93.86 -1.73 -1.8% 95.08
Range 1.14 2.03 0.89 78.1% 2.06
ATR 1.38 1.43 0.05 3.3% 0.00
Volume 27,251 29,069 1,818 6.7% 189,300
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.48 99.20 94.98
R3 98.45 97.17 94.42
R2 96.42 96.42 94.23
R1 95.14 95.14 94.05 94.77
PP 94.39 94.39 94.39 94.20
S1 93.11 93.11 93.67 92.74
S2 92.36 92.36 93.49
S3 90.33 91.08 93.30
S4 88.30 89.05 92.74
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.05 100.13 96.21
R3 98.99 98.07 95.65
R2 96.93 96.93 95.46
R1 96.01 96.01 95.27 96.47
PP 94.87 94.87 94.87 95.11
S1 93.95 93.95 94.89 94.41
S2 92.81 92.81 94.70
S3 90.75 91.89 94.51
S4 88.69 89.83 93.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.80 93.64 2.16 2.3% 1.41 1.5% 10% False True 34,080
10 97.52 93.64 3.88 4.1% 1.34 1.4% 6% False True 37,279
20 101.81 93.64 8.17 8.7% 1.41 1.5% 3% False True 38,709
40 102.29 93.64 8.65 9.2% 1.45 1.5% 3% False True 32,601
60 104.37 93.64 10.73 11.4% 1.43 1.5% 2% False True 26,833
80 104.37 93.64 10.73 11.4% 1.38 1.5% 2% False True 22,803
100 104.37 89.48 14.89 15.9% 1.32 1.4% 29% False False 21,275
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 104.30
2.618 100.98
1.618 98.95
1.000 97.70
0.618 96.92
HIGH 95.67
0.618 94.89
0.500 94.66
0.382 94.42
LOW 93.64
0.618 92.39
1.000 91.61
1.618 90.36
2.618 88.33
4.250 85.01
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 94.66 94.69
PP 94.39 94.41
S1 94.13 94.14

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

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