NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 07-Nov-2013
Day Change Summary
Previous Current
06-Nov-2013 07-Nov-2013 Change Change % Previous Week
Open 93.37 94.14 0.77 0.8% 95.13
High 94.59 94.42 -0.17 -0.2% 96.10
Low 93.26 93.29 0.03 0.0% 93.50
Close 94.09 93.60 -0.49 -0.5% 93.69
Range 1.33 1.13 -0.20 -15.0% 2.60
ATR 1.28 1.27 -0.01 -0.8% 0.00
Volume 34,117 38,306 4,189 12.3% 177,519
Daily Pivots for day following 07-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.16 96.51 94.22
R3 96.03 95.38 93.91
R2 94.90 94.90 93.81
R1 94.25 94.25 93.70 94.01
PP 93.77 93.77 93.77 93.65
S1 93.12 93.12 93.50 92.88
S2 92.64 92.64 93.39
S3 91.51 91.99 93.29
S4 90.38 90.86 92.98
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 95.31 92.87 2.44 2.6% 1.27 1.4% 30% False False 37,133
10 96.10 92.87 3.23 3.5% 1.07 1.1% 23% False False 35,205
20 99.46 92.87 6.59 7.0% 1.24 1.3% 11% False False 35,578
40 99.46 92.87 6.59 7.0% 1.32 1.4% 11% False False 28,446
60 100.65 92.87 7.78 8.3% 1.29 1.4% 9% False False 25,920
80 100.65 92.87 7.78 8.3% 1.25 1.3% 9% False False 23,918
100 100.65 88.11 12.54 13.4% 1.25 1.3% 44% False False 23,926
120 100.65 88.11 12.54 13.4% 1.26 1.3% 44% False False 22,763
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.22
2.618 97.38
1.618 96.25
1.000 95.55
0.618 95.12
HIGH 94.42
0.618 93.99
0.500 93.86
0.382 93.72
LOW 93.29
0.618 92.59
1.000 92.16
1.618 91.46
2.618 90.33
4.250 88.49
Fisher Pivots for day following 07-Nov-2013
Pivot 1 day 3 day
R1 93.86 93.73
PP 93.77 93.69
S1 93.69 93.64

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

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