NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 96.37 96.24 -0.13 -0.1% 96.20
High 96.66 96.24 -0.42 -0.4% 97.41
Low 95.78 94.49 -1.29 -1.3% 94.49
Close 96.10 94.68 -1.42 -1.5% 94.68
Range 0.88 1.75 0.87 98.9% 2.92
ATR 1.25 1.29 0.04 2.8% 0.00
Volume 21,017 16,798 -4,219 -20.1% 67,854
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.39 99.28 95.64
R3 98.64 97.53 95.16
R2 96.89 96.89 95.00
R1 95.78 95.78 94.84 95.46
PP 95.14 95.14 95.14 94.98
S1 94.03 94.03 94.52 93.71
S2 93.39 93.39 94.36
S3 91.64 92.28 94.20
S4 89.89 90.53 93.72
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 104.29 102.40 96.29
R3 101.37 99.48 95.48
R2 98.45 98.45 95.22
R1 96.56 96.56 94.95 96.05
PP 95.53 95.53 95.53 95.27
S1 93.64 93.64 94.41 93.13
S2 92.61 92.61 94.14
S3 89.69 90.72 93.88
S4 86.77 87.80 93.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.41 94.49 2.92 3.1% 1.02 1.1% 7% False True 13,570
10 99.14 94.49 4.65 4.9% 1.20 1.3% 4% False True 14,309
20 101.00 94.49 6.51 6.9% 1.32 1.4% 3% False True 13,338
40 101.36 94.49 6.87 7.3% 1.26 1.3% 3% False True 9,720
60 103.06 94.49 8.57 9.1% 1.18 1.2% 2% False True 7,896
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 0.17
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 103.68
2.618 100.82
1.618 99.07
1.000 97.99
0.618 97.32
HIGH 96.24
0.618 95.57
0.500 95.37
0.382 95.16
LOW 94.49
0.618 93.41
1.000 92.74
1.618 91.66
2.618 89.91
4.250 87.05
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 95.37 95.70
PP 95.14 95.36
S1 94.91 95.02

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

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