NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 94.75 94.78 0.03 0.0% 94.98
High 94.97 95.16 0.19 0.2% 95.95
Low 93.54 93.98 0.44 0.5% 93.60
Close 94.57 94.21 -0.36 -0.4% 95.29
Range 1.43 1.18 -0.25 -17.5% 2.35
ATR 1.42 1.40 -0.02 -1.2% 0.00
Volume 39,451 54,359 14,908 37.8% 163,733
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.99 97.28 94.86
R3 96.81 96.10 94.53
R2 95.63 95.63 94.43
R1 94.92 94.92 94.32 94.69
PP 94.45 94.45 94.45 94.33
S1 93.74 93.74 94.10 93.51
S2 93.27 93.27 93.99
S3 92.09 92.56 93.89
S4 90.91 91.38 93.56
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 2.6% 1.42 1.5% 28% False False 41,336
10 95.95 93.54 2.41 2.6% 1.33 1.4% 28% False False 45,002
20 97.52 93.54 3.98 4.2% 1.33 1.4% 17% False False 41,141
40 101.81 93.54 8.27 8.8% 1.42 1.5% 8% False False 38,853
60 103.14 93.54 9.60 10.2% 1.40 1.5% 7% False False 31,875
80 104.37 93.54 10.83 11.5% 1.39 1.5% 6% False False 27,106
100 104.37 93.54 10.83 11.5% 1.34 1.4% 6% False False 24,420
Crabel Price Patterns
NR True
NR4 True
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 0.35
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.18
2.618 98.25
1.618 97.07
1.000 96.34
0.618 95.89
HIGH 95.16
0.618 94.71
0.500 94.57
0.382 94.43
LOW 93.98
0.618 93.25
1.000 92.80
1.618 92.07
2.618 90.89
4.250 88.97
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 94.57 94.75
PP 94.45 94.57
S1 94.33 94.39

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

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