NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 94.50 94.23 -0.27 -0.3% 94.17
High 95.06 95.19 0.13 0.1% 94.85
Low 94.04 93.33 -0.71 -0.8% 93.30
Close 95.01 93.53 -1.48 -1.6% 94.48
Range 1.02 1.86 0.84 82.4% 1.55
ATR 1.09 1.15 0.05 5.0% 0.00
Volume 10,242 9,027 -1,215 -11.9% 58,311
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 99.60 98.42 94.55
R3 97.74 96.56 94.04
R2 95.88 95.88 93.87
R1 94.70 94.70 93.70 94.36
PP 94.02 94.02 94.02 93.85
S1 92.84 92.84 93.36 92.50
S2 92.16 92.16 93.19
S3 90.30 90.98 93.02
S4 88.44 89.12 92.51
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.86 98.22 95.33
R3 97.31 96.67 94.91
R2 95.76 95.76 94.76
R1 95.12 95.12 94.62 95.44
PP 94.21 94.21 94.21 94.37
S1 93.57 93.57 94.34 93.89
S2 92.66 92.66 94.20
S3 91.11 92.02 94.05
S4 89.56 90.47 93.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.19 93.33 1.86 2.0% 1.15 1.2% 11% True True 10,618
10 96.17 93.30 2.87 3.1% 1.05 1.1% 8% False False 11,179
20 100.11 93.30 6.81 7.3% 1.11 1.2% 3% False False 10,732
40 100.11 93.30 6.81 7.3% 1.12 1.2% 3% False False 7,759
60 101.55 93.30 8.25 8.8% 0.98 1.0% 3% False False 6,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 103.10
2.618 100.06
1.618 98.20
1.000 97.05
0.618 96.34
HIGH 95.19
0.618 94.48
0.500 94.26
0.382 94.04
LOW 93.33
0.618 92.18
1.000 91.47
1.618 90.32
2.618 88.46
4.250 85.43
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 94.26 94.26
PP 94.02 94.02
S1 93.77 93.77

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

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