NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 14-Nov-2013
Day Change Summary
Previous Current
13-Nov-2013 14-Nov-2013 Change Change % Previous Week
Open 93.96 94.87 0.91 1.0% 94.17
High 94.82 95.30 0.48 0.5% 94.85
Low 93.79 93.76 -0.03 0.0% 93.30
Close 94.65 94.85 0.20 0.2% 94.48
Range 1.03 1.54 0.51 49.5% 1.55
ATR 1.16 1.18 0.03 2.4% 0.00
Volume 14,202 15,399 1,197 8.4% 58,311
Daily Pivots for day following 14-Nov-2013
Classic Woodie Camarilla DeMark
R4 99.26 98.59 95.70
R3 97.72 97.05 95.27
R2 96.18 96.18 95.13
R1 95.51 95.51 94.99 95.08
PP 94.64 94.64 94.64 94.42
S1 93.97 93.97 94.71 93.54
S2 93.10 93.10 94.57
S3 91.56 92.43 94.43
S4 90.02 90.89 94.00
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 95.30 93.33 1.97 2.1% 1.23 1.3% 77% True False 11,951
10 95.58 93.30 2.28 2.4% 1.20 1.3% 68% False False 12,076
20 99.00 93.30 5.70 6.0% 1.07 1.1% 27% False False 10,905
40 100.11 93.30 6.81 7.2% 1.08 1.1% 23% False False 8,263
60 101.55 93.30 8.25 8.7% 1.01 1.1% 19% False False 6,734
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.85
2.618 99.33
1.618 97.79
1.000 96.84
0.618 96.25
HIGH 95.30
0.618 94.71
0.500 94.53
0.382 94.35
LOW 93.76
0.618 92.81
1.000 92.22
1.618 91.27
2.618 89.73
4.250 87.22
Fisher Pivots for day following 14-Nov-2013
Pivot 1 day 3 day
R1 94.74 94.67
PP 94.64 94.49
S1 94.53 94.32

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

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