NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 94.23 93.96 -0.27 -0.3% 94.17
High 95.19 94.82 -0.37 -0.4% 94.85
Low 93.33 93.79 0.46 0.5% 93.30
Close 93.53 94.65 1.12 1.2% 94.48
Range 1.86 1.03 -0.83 -44.6% 1.55
ATR 1.15 1.16 0.01 0.9% 0.00
Volume 9,027 14,202 5,175 57.3% 58,311
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.51 97.11 95.22
R3 96.48 96.08 94.93
R2 95.45 95.45 94.84
R1 95.05 95.05 94.74 95.25
PP 94.42 94.42 94.42 94.52
S1 94.02 94.02 94.56 94.22
S2 93.39 93.39 94.46
S3 92.36 92.99 94.37
S4 91.33 91.96 94.08
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% 1.13 1.2% 71% False False 11,063
10 96.07 93.30 2.77 2.9% 1.11 1.2% 49% False False 12,124
20 99.46 93.30 6.16 6.5% 1.09 1.1% 22% False False 10,945
40 100.11 93.30 6.81 7.2% 1.08 1.1% 20% False False 8,012
60 101.55 93.30 8.25 8.7% 0.99 1.1% 16% False False 6,539
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.20
2.618 97.52
1.618 96.49
1.000 95.85
0.618 95.46
HIGH 94.82
0.618 94.43
0.500 94.31
0.382 94.18
LOW 93.79
0.618 93.15
1.000 92.76
1.618 92.12
2.618 91.09
4.250 89.41
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 94.54 94.52
PP 94.42 94.39
S1 94.31 94.26

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

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