NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 25-Nov-2013
Day Change Summary
Previous Current
22-Nov-2013 25-Nov-2013 Change Change % Previous Week
Open 95.64 94.75 -0.89 -0.9% 94.98
High 95.95 94.97 -0.98 -1.0% 95.95
Low 94.50 93.54 -0.96 -1.0% 93.60
Close 95.29 94.57 -0.72 -0.8% 95.29
Range 1.45 1.43 -0.02 -1.4% 2.35
ATR 1.39 1.42 0.03 1.8% 0.00
Volume 44,372 39,451 -4,921 -11.1% 163,733
Daily Pivots for day following 25-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.65 98.04 95.36
R3 97.22 96.61 94.96
R2 95.79 95.79 94.83
R1 95.18 95.18 94.70 94.77
PP 94.36 94.36 94.36 94.16
S1 93.75 93.75 94.44 93.34
S2 92.93 92.93 94.31
S3 91.50 92.32 94.18
S4 90.07 90.89 93.78
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 102.00 100.99 96.58
R3 99.65 98.64 95.94
R2 97.30 97.30 95.72
R1 96.29 96.29 95.51 96.80
PP 94.95 94.95 94.95 95.20
S1 93.94 93.94 95.07 94.45
S2 92.60 92.60 94.86
S3 90.25 91.59 94.64
S4 87.90 89.24 94.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.95 93.54 2.41 2.5% 1.34 1.4% 43% False True 36,345
10 95.95 93.54 2.41 2.5% 1.42 1.5% 43% False True 42,473
20 97.95 93.54 4.41 4.7% 1.31 1.4% 23% False True 40,013
40 101.81 93.54 8.27 8.7% 1.42 1.5% 12% False True 37,876
60 103.14 93.54 9.60 10.2% 1.43 1.5% 11% False True 31,201
80 104.37 93.54 10.83 11.5% 1.39 1.5% 10% False True 26,568
100 104.37 93.54 10.83 11.5% 1.34 1.4% 10% False True 24,034
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.05
2.618 98.71
1.618 97.28
1.000 96.40
0.618 95.85
HIGH 94.97
0.618 94.42
0.500 94.26
0.382 94.09
LOW 93.54
0.618 92.66
1.000 92.11
1.618 91.23
2.618 89.80
4.250 87.46
Fisher Pivots for day following 25-Nov-2013
Pivot 1 day 3 day
R1 94.47 94.75
PP 94.36 94.69
S1 94.26 94.63

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

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