NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 94.88 94.39 -0.49 -0.5% 94.50
High 95.28 94.89 -0.39 -0.4% 95.30
Low 94.56 93.66 -0.90 -1.0% 93.33
Close 94.77 93.93 -0.84 -0.9% 94.77
Range 0.72 1.23 0.51 70.8% 1.97
ATR 1.15 1.16 0.01 0.5% 0.00
Volume 27,559 8,416 -19,143 -69.5% 76,429
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.85 97.12 94.61
R3 96.62 95.89 94.27
R2 95.39 95.39 94.16
R1 94.66 94.66 94.04 94.41
PP 94.16 94.16 94.16 94.04
S1 93.43 93.43 93.82 93.18
S2 92.93 92.93 93.70
S3 91.70 92.20 93.59
S4 90.47 90.97 93.25
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% 1.28 1.4% 30% False False 14,920
10 95.30 93.30 2.00 2.1% 1.16 1.2% 32% False False 13,107
20 98.12 93.30 4.82 5.1% 1.09 1.2% 13% False False 11,733
40 100.11 93.30 6.81 7.3% 1.09 1.2% 9% False False 8,984
60 101.55 93.30 8.25 8.8% 1.02 1.1% 8% False False 7,227
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.12
2.618 98.11
1.618 96.88
1.000 96.12
0.618 95.65
HIGH 94.89
0.618 94.42
0.500 94.28
0.382 94.13
LOW 93.66
0.618 92.90
1.000 92.43
1.618 91.67
2.618 90.44
4.250 88.43
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 94.28 94.48
PP 94.16 94.30
S1 94.05 94.11

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

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