NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 94.33 94.02 -0.31 -0.3% 94.97
High 94.62 95.72 1.10 1.2% 95.51
Low 93.59 93.94 0.35 0.4% 93.51
Close 94.17 95.66 1.49 1.6% 94.97
Range 1.03 1.78 0.75 72.8% 2.00
ATR 1.23 1.27 0.04 3.2% 0.00
Volume 15,578 14,416 -1,162 -7.5% 123,745
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.45 99.83 96.64
R3 98.67 98.05 96.15
R2 96.89 96.89 95.99
R1 96.27 96.27 95.82 96.58
PP 95.11 95.11 95.11 95.26
S1 94.49 94.49 95.50 94.80
S2 93.33 93.33 95.33
S3 91.55 92.71 95.17
S4 89.77 90.93 94.68
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 95.72 93.59 2.13 2.2% 1.09 1.1% 97% True False 19,242
10 95.72 93.51 2.21 2.3% 1.22 1.3% 97% True False 20,110
20 97.41 93.51 3.90 4.1% 1.16 1.2% 55% False False 17,352
40 101.00 93.51 7.49 7.8% 1.27 1.3% 29% False False 14,318
60 101.62 93.51 8.11 8.5% 1.23 1.3% 27% False False 11,338
80 103.06 93.51 9.55 10.0% 1.17 1.2% 23% False False 9,460
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 0.29
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 103.29
2.618 100.38
1.618 98.60
1.000 97.50
0.618 96.82
HIGH 95.72
0.618 95.04
0.500 94.83
0.382 94.62
LOW 93.94
0.618 92.84
1.000 92.16
1.618 91.06
2.618 89.28
4.250 86.38
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 95.38 95.33
PP 95.11 94.99
S1 94.83 94.66

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

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