NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 15-Nov-2013
Day Change Summary
Previous Current
14-Nov-2013 15-Nov-2013 Change Change % Previous Week
Open 94.87 94.88 0.01 0.0% 94.50
High 95.30 95.28 -0.02 0.0% 95.30
Low 93.76 94.56 0.80 0.9% 93.33
Close 94.85 94.77 -0.08 -0.1% 94.77
Range 1.54 0.72 -0.82 -53.2% 1.97
ATR 1.18 1.15 -0.03 -2.8% 0.00
Volume 15,399 27,559 12,160 79.0% 76,429
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.03 96.62 95.17
R3 96.31 95.90 94.97
R2 95.59 95.59 94.90
R1 95.18 95.18 94.84 95.03
PP 94.87 94.87 94.87 94.79
S1 94.46 94.46 94.70 94.31
S2 94.15 94.15 94.64
S3 93.43 93.74 94.57
S4 92.71 93.02 94.37
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.38 99.54 95.85
R3 98.41 97.57 95.31
R2 96.44 96.44 95.13
R1 95.60 95.60 94.95 96.02
PP 94.47 94.47 94.47 94.68
S1 93.63 93.63 94.59 94.05
S2 92.50 92.50 94.41
S3 90.53 91.66 94.23
S4 88.56 89.69 93.69
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% 73% False False 15,285
10 95.30 93.30 2.00 2.1% 1.12 1.2% 74% False False 13,474
20 98.50 93.30 5.20 5.5% 1.07 1.1% 28% False False 11,590
40 100.11 93.30 6.81 7.2% 1.09 1.1% 22% False False 8,856
60 101.55 93.30 8.25 8.7% 1.01 1.1% 18% False False 7,140
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 98.34
2.618 97.16
1.618 96.44
1.000 96.00
0.618 95.72
HIGH 95.28
0.618 95.00
0.500 94.92
0.382 94.84
LOW 94.56
0.618 94.12
1.000 93.84
1.618 93.40
2.618 92.68
4.250 91.50
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 94.92 94.69
PP 94.87 94.61
S1 94.82 94.53

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

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