NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 04-Nov-2013
Day Change Summary
Previous Current
01-Nov-2013 04-Nov-2013 Change Change % Previous Week
Open 95.53 94.17 -1.36 -1.4% 95.64
High 95.58 94.73 -0.85 -0.9% 96.71
Low 94.10 93.88 -0.22 -0.2% 94.10
Close 94.22 94.43 0.21 0.2% 94.22
Range 1.48 0.85 -0.63 -42.6% 2.61
ATR 1.12 1.10 -0.02 -1.7% 0.00
Volume 13,586 12,085 -1,501 -11.0% 45,872
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 96.90 96.51 94.90
R3 96.05 95.66 94.66
R2 95.20 95.20 94.59
R1 94.81 94.81 94.51 95.01
PP 94.35 94.35 94.35 94.44
S1 93.96 93.96 94.35 94.16
S2 93.50 93.50 94.27
S3 92.65 93.11 94.20
S4 91.80 92.26 93.96
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 102.84 101.14 95.66
R3 100.23 98.53 94.94
R2 97.62 97.62 94.70
R1 95.92 95.92 94.46 95.47
PP 95.01 95.01 95.01 94.78
S1 93.31 93.31 93.98 92.86
S2 92.40 92.40 93.74
S3 89.79 90.70 93.50
S4 87.18 88.09 92.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.65 93.88 2.77 2.9% 0.79 0.8% 20% False True 10,471
10 98.12 93.88 4.24 4.5% 1.01 1.1% 13% False True 10,360
20 100.11 93.88 6.23 6.6% 1.07 1.1% 9% False True 9,624
40 100.11 93.88 6.23 6.6% 1.06 1.1% 9% False True 6,698
60 101.55 93.88 7.67 8.1% 0.94 1.0% 7% False True 5,566
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.34
2.618 96.96
1.618 96.11
1.000 95.58
0.618 95.26
HIGH 94.73
0.618 94.41
0.500 94.31
0.382 94.20
LOW 93.88
0.618 93.35
1.000 93.03
1.618 92.50
2.618 91.65
4.250 90.27
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 94.39 94.98
PP 94.35 94.79
S1 94.31 94.61

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

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