NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 94.39 96.39 2.00 2.1% 93.94
High 95.95 96.82 0.87 0.9% 94.99
Low 94.00 95.93 1.93 2.1% 92.38
Close 95.66 96.73 1.07 1.1% 93.29
Range 1.95 0.89 -1.06 -54.4% 2.61
ATR 1.28 1.27 -0.01 -0.7% 0.00
Volume 18,106 26,871 8,765 48.4% 37,890
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 99.16 98.84 97.22
R3 98.27 97.95 96.97
R2 97.38 97.38 96.89
R1 97.06 97.06 96.81 97.22
PP 96.49 96.49 96.49 96.58
S1 96.17 96.17 96.65 96.33
S2 95.60 95.60 96.57
S3 94.71 95.28 96.49
S4 93.82 94.39 96.24
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.38 99.95 94.73
R3 98.77 97.34 94.01
R2 96.16 96.16 93.77
R1 94.73 94.73 93.53 94.14
PP 93.55 93.55 93.55 93.26
S1 92.12 92.12 93.05 91.53
S2 90.94 90.94 92.81
S3 88.33 89.51 92.57
S4 85.72 86.90 91.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.82 92.38 4.44 4.6% 1.44 1.5% 98% True False 12,974
10 96.82 92.38 4.44 4.6% 1.34 1.4% 98% True False 11,418
20 96.82 92.38 4.44 4.6% 1.21 1.3% 98% True False 12,099
40 100.11 92.38 7.73 8.0% 1.17 1.2% 56% False False 11,004
60 100.11 92.38 7.73 8.0% 1.12 1.2% 56% False False 8,634
80 101.55 92.38 9.17 9.5% 1.01 1.0% 47% False False 7,321
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.32
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 100.60
2.618 99.15
1.618 98.26
1.000 97.71
0.618 97.37
HIGH 96.82
0.618 96.48
0.500 96.38
0.382 96.27
LOW 95.93
0.618 95.38
1.000 95.04
1.618 94.49
2.618 93.60
4.250 92.15
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 96.61 96.15
PP 96.49 95.57
S1 96.38 95.00

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

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