NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 19-Nov-2013
Day Change Summary
Previous Current
18-Nov-2013 19-Nov-2013 Change Change % Previous Week
Open 94.94 94.01 -0.93 -1.0% 94.97
High 95.23 94.39 -0.84 -0.9% 95.51
Low 93.88 93.82 -0.06 -0.1% 93.51
Close 94.14 94.16 0.02 0.0% 94.97
Range 1.35 0.57 -0.78 -57.8% 2.00
ATR 1.30 1.25 -0.05 -4.0% 0.00
Volume 10,719 18,130 7,411 69.1% 123,745
Daily Pivots for day following 19-Nov-2013
Classic Woodie Camarilla DeMark
R4 95.83 95.57 94.47
R3 95.26 95.00 94.32
R2 94.69 94.69 94.26
R1 94.43 94.43 94.21 94.56
PP 94.12 94.12 94.12 94.19
S1 93.86 93.86 94.11 93.99
S2 93.55 93.55 94.06
S3 92.98 93.29 94.00
S4 92.41 92.72 93.85
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.66 99.82 96.07
R3 98.66 97.82 95.52
R2 96.66 96.66 95.34
R1 95.82 95.82 95.15 95.97
PP 94.66 94.66 94.66 94.74
S1 93.82 93.82 94.79 93.97
S2 92.66 92.66 94.60
S3 90.66 91.82 94.42
S4 88.66 89.82 93.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.51 93.82 1.69 1.8% 1.09 1.2% 20% False True 24,626
10 95.52 93.51 2.01 2.1% 1.21 1.3% 32% False False 20,125
20 97.41 93.51 3.90 4.1% 1.19 1.3% 17% False False 17,896
40 101.00 93.51 7.49 8.0% 1.25 1.3% 9% False False 13,877
60 103.06 93.51 9.55 10.1% 1.26 1.3% 7% False False 10,959
80 103.06 93.51 9.55 10.1% 1.15 1.2% 7% False False 9,138
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 96.81
2.618 95.88
1.618 95.31
1.000 94.96
0.618 94.74
HIGH 94.39
0.618 94.17
0.500 94.11
0.382 94.04
LOW 93.82
0.618 93.47
1.000 93.25
1.618 92.90
2.618 92.33
4.250 91.40
Fisher Pivots for day following 19-Nov-2013
Pivot 1 day 3 day
R1 94.14 94.67
PP 94.12 94.50
S1 94.11 94.33

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

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