NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 94.17 94.66 0.49 0.5% 95.64
High 94.73 94.66 -0.07 -0.1% 96.71
Low 93.88 93.30 -0.58 -0.6% 94.10
Close 94.43 93.45 -0.98 -1.0% 94.22
Range 0.85 1.36 0.51 60.0% 2.61
ATR 1.10 1.12 0.02 1.7% 0.00
Volume 12,085 12,403 318 2.6% 45,872
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.88 97.03 94.20
R3 96.52 95.67 93.82
R2 95.16 95.16 93.70
R1 94.31 94.31 93.57 94.06
PP 93.80 93.80 93.80 93.68
S1 92.95 92.95 93.33 92.70
S2 92.44 92.44 93.20
S3 91.08 91.59 93.08
S4 89.72 90.23 92.70
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 96.17 93.30 2.87 3.1% 0.95 1.0% 5% False True 11,741
10 96.87 93.30 3.57 3.8% 1.01 1.1% 4% False True 10,734
20 100.11 93.30 6.81 7.3% 1.12 1.2% 2% False True 9,910
40 100.11 93.30 6.81 7.3% 1.07 1.1% 2% False True 6,901
60 101.55 93.30 8.25 8.8% 0.94 1.0% 2% False True 5,729
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.44
2.618 98.22
1.618 96.86
1.000 96.02
0.618 95.50
HIGH 94.66
0.618 94.14
0.500 93.98
0.382 93.82
LOW 93.30
0.618 92.46
1.000 91.94
1.618 91.10
2.618 89.74
4.250 87.52
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 93.98 94.44
PP 93.80 94.11
S1 93.63 93.78

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

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