NYMEX Light Sweet Crude Oil Future April 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 94.97 95.11 0.14 0.1% 94.59
High 95.48 95.51 0.03 0.0% 95.52
Low 94.41 93.51 -0.90 -1.0% 93.59
Close 95.39 93.77 -1.62 -1.7% 94.88
Range 1.07 2.00 0.93 86.9% 1.93
ATR 1.26 1.31 0.05 4.2% 0.00
Volume 13,427 16,037 2,610 19.4% 81,190
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.26 99.02 94.87
R3 98.26 97.02 94.32
R2 96.26 96.26 94.14
R1 95.02 95.02 93.95 94.64
PP 94.26 94.26 94.26 94.08
S1 93.02 93.02 93.59 92.64
S2 92.26 92.26 93.40
S3 90.26 91.02 93.22
S4 88.26 89.02 92.67
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.45 99.60 95.94
R3 98.52 97.67 95.41
R2 96.59 96.59 95.23
R1 95.74 95.74 95.06 96.17
PP 94.66 94.66 94.66 94.88
S1 93.81 93.81 94.70 94.24
S2 92.73 92.73 94.53
S3 90.80 91.88 94.35
S4 88.87 89.95 93.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.52 93.51 2.01 2.1% 1.33 1.4% 13% False True 15,625
10 96.90 93.51 3.39 3.6% 1.24 1.3% 8% False True 15,632
20 101.00 93.51 7.49 8.0% 1.30 1.4% 3% False True 15,355
40 101.00 93.51 7.49 8.0% 1.30 1.4% 3% False True 11,550
60 103.06 93.51 9.55 10.2% 1.24 1.3% 3% False True 9,264
80 103.06 93.51 9.55 10.2% 1.13 1.2% 3% False True 7,813
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 104.01
2.618 100.75
1.618 98.75
1.000 97.51
0.618 96.75
HIGH 95.51
0.618 94.75
0.500 94.51
0.382 94.27
LOW 93.51
0.618 92.27
1.000 91.51
1.618 90.27
2.618 88.27
4.250 85.01
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 94.51 94.51
PP 94.26 94.26
S1 94.02 94.02

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

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