NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 04-Nov-2013
Day Change Summary
Previous Current
01-Nov-2013 04-Nov-2013 Change Change % Previous Week
Open 94.90 93.53 -1.37 -1.4% 95.13
High 95.31 94.25 -1.06 -1.1% 96.10
Low 93.50 93.32 -0.18 -0.2% 93.50
Close 93.69 93.92 0.23 0.2% 93.69
Range 1.81 0.93 -0.88 -48.6% 2.60
ATR 1.30 1.27 -0.03 -2.0% 0.00
Volume 46,813 39,382 -7,431 -15.9% 177,519
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 96.62 96.20 94.43
R3 95.69 95.27 94.18
R2 94.76 94.76 94.09
R1 94.34 94.34 94.01 94.55
PP 93.83 93.83 93.83 93.94
S1 93.41 93.41 93.83 93.62
S2 92.90 92.90 93.75
S3 91.97 92.48 93.66
S4 91.04 91.55 93.41
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 102.23 100.56 95.12
R3 99.63 97.96 94.41
R2 97.03 97.03 94.17
R1 95.36 95.36 93.93 94.90
PP 94.43 94.43 94.43 94.20
S1 92.76 92.76 93.45 92.30
S2 91.83 91.83 93.21
S3 89.23 90.16 92.98
S4 86.63 87.56 92.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.97 93.32 2.65 2.8% 0.99 1.1% 23% False True 37,975
10 97.50 93.32 4.18 4.5% 1.19 1.3% 14% False True 38,244
20 99.46 93.32 6.14 6.5% 1.28 1.4% 10% False True 34,184
40 99.46 93.32 6.14 6.5% 1.33 1.4% 10% False True 27,471
60 100.65 93.32 7.33 7.8% 1.28 1.4% 8% False True 25,098
80 100.65 93.32 7.33 7.8% 1.24 1.3% 8% False True 23,454
100 100.65 88.11 12.54 13.4% 1.24 1.3% 46% False False 23,491
120 100.65 88.11 12.54 13.4% 1.26 1.3% 46% False False 22,283
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.20
2.618 96.68
1.618 95.75
1.000 95.18
0.618 94.82
HIGH 94.25
0.618 93.89
0.500 93.79
0.382 93.68
LOW 93.32
0.618 92.75
1.000 92.39
1.618 91.82
2.618 90.89
4.250 89.37
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 93.88 94.48
PP 93.83 94.29
S1 93.79 94.11

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

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