NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 93.79 94.16 0.37 0.4% 93.53
High 94.19 94.55 0.36 0.4% 94.59
Low 93.34 93.56 0.22 0.2% 92.87
Close 93.98 94.53 0.55 0.6% 93.98
Range 0.85 0.99 0.14 16.5% 1.72
ATR 1.24 1.22 -0.02 -1.4% 0.00
Volume 34,665 23,931 -10,734 -31.0% 173,519
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.18 96.85 95.07
R3 96.19 95.86 94.80
R2 95.20 95.20 94.71
R1 94.87 94.87 94.62 95.04
PP 94.21 94.21 94.21 94.30
S1 93.88 93.88 94.44 94.05
S2 93.22 93.22 94.35
S3 92.23 92.89 94.26
S4 91.24 91.90 93.99
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.97 98.20 94.93
R3 97.25 96.48 94.45
R2 95.53 95.53 94.30
R1 94.76 94.76 94.14 95.15
PP 93.81 93.81 93.81 94.01
S1 93.04 93.04 93.82 93.43
S2 92.09 92.09 93.66
S3 90.37 91.32 93.51
S4 88.65 89.60 93.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.59 92.87 1.72 1.8% 1.09 1.2% 97% False False 31,613
10 95.97 92.87 3.10 3.3% 1.04 1.1% 54% False False 34,794
20 99.46 92.87 6.59 7.0% 1.21 1.3% 25% False False 35,343
40 99.46 92.87 6.59 7.0% 1.30 1.4% 25% False False 29,173
60 100.65 92.87 7.78 8.2% 1.30 1.4% 21% False False 26,356
80 100.65 92.87 7.78 8.2% 1.25 1.3% 21% False False 23,910
100 100.65 88.11 12.54 13.3% 1.23 1.3% 51% False False 24,239
120 100.65 88.11 12.54 13.3% 1.25 1.3% 51% False False 23,038
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.76
2.618 97.14
1.618 96.15
1.000 95.54
0.618 95.16
HIGH 94.55
0.618 94.17
0.500 94.06
0.382 93.94
LOW 93.56
0.618 92.95
1.000 92.57
1.618 91.96
2.618 90.97
4.250 89.35
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 94.37 94.33
PP 94.21 94.12
S1 94.06 93.92

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

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