NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 94.59 95.02 0.43 0.5% 96.20
High 95.20 95.02 -0.18 -0.2% 97.41
Low 94.23 93.59 -0.64 -0.7% 94.49
Close 94.87 93.77 -1.10 -1.2% 94.68
Range 0.97 1.43 0.46 47.4% 2.92
ATR 1.26 1.28 0.01 0.9% 0.00
Volume 17,585 14,944 -2,641 -15.0% 67,854
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.42 97.52 94.56
R3 96.99 96.09 94.16
R2 95.56 95.56 94.03
R1 94.66 94.66 93.90 94.40
PP 94.13 94.13 94.13 93.99
S1 93.23 93.23 93.64 92.97
S2 92.70 92.70 93.51
S3 91.27 91.80 93.38
S4 89.84 90.37 92.98
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 96.90 93.59 3.31 3.5% 1.14 1.2% 5% False True 15,640
10 97.41 93.59 3.82 4.1% 1.17 1.2% 5% False True 15,668
20 101.00 93.59 7.41 7.9% 1.32 1.4% 2% False True 14,212
40 101.00 93.59 7.41 7.9% 1.25 1.3% 2% False True 10,301
60 103.06 93.59 9.47 10.1% 1.18 1.3% 2% False True 8,322
80 103.06 93.59 9.47 10.1% 1.10 1.2% 2% False True 7,093
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.10
2.618 98.76
1.618 97.33
1.000 96.45
0.618 95.90
HIGH 95.02
0.618 94.47
0.500 94.31
0.382 94.14
LOW 93.59
0.618 92.71
1.000 92.16
1.618 91.28
2.618 89.85
4.250 87.51
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 94.31 94.92
PP 94.13 94.53
S1 93.95 94.15

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

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