NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 30-Oct-2013
Day Change Summary
Previous Current
29-Oct-2013 30-Oct-2013 Change Change % Previous Week
Open 96.08 96.13 0.05 0.1% 98.45
High 96.65 96.17 -0.48 -0.5% 98.50
Low 96.05 95.73 -0.32 -0.3% 94.51
Close 96.44 95.89 -0.55 -0.6% 95.70
Range 0.60 0.44 -0.16 -26.7% 3.99
ATR 1.15 1.12 -0.03 -2.8% 0.00
Volume 6,054 4,750 -1,304 -21.5% 51,207
Daily Pivots for day following 30-Oct-2013
Classic Woodie Camarilla DeMark
R4 97.25 97.01 96.13
R3 96.81 96.57 96.01
R2 96.37 96.37 95.97
R1 96.13 96.13 95.93 96.03
PP 95.93 95.93 95.93 95.88
S1 95.69 95.69 95.85 95.59
S2 95.49 95.49 95.81
S3 95.05 95.25 95.77
S4 94.61 94.81 95.65
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 108.21 105.94 97.89
R3 104.22 101.95 96.80
R2 100.23 100.23 96.43
R1 97.96 97.96 96.07 97.10
PP 96.24 96.24 96.24 95.81
S1 93.97 93.97 95.33 93.11
S2 92.25 92.25 94.97
S3 88.26 89.98 94.60
S4 84.27 85.99 93.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.71 94.51 2.20 2.3% 0.77 0.8% 63% False False 7,853
10 99.46 94.51 4.95 5.2% 1.07 1.1% 28% False False 9,766
20 100.11 94.51 5.60 5.8% 1.06 1.1% 25% False False 8,138
40 100.38 94.51 5.87 6.1% 1.04 1.1% 24% False False 5,912
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 98.04
2.618 97.32
1.618 96.88
1.000 96.61
0.618 96.44
HIGH 96.17
0.618 96.00
0.500 95.95
0.382 95.90
LOW 95.73
0.618 95.46
1.000 95.29
1.618 95.02
2.618 94.58
4.250 93.86
Fisher Pivots for day following 30-Oct-2013
Pivot 1 day 3 day
R1 95.95 96.16
PP 95.93 96.07
S1 95.91 95.98

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

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