NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 94.16 94.25 0.09 0.1% 93.53
High 94.55 94.80 0.25 0.3% 94.59
Low 93.56 92.94 -0.62 -0.7% 92.87
Close 94.53 93.19 -1.34 -1.4% 93.98
Range 0.99 1.86 0.87 87.9% 1.72
ATR 1.22 1.27 0.05 3.7% 0.00
Volume 23,931 20,216 -3,715 -15.5% 173,519
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 99.22 98.07 94.21
R3 97.36 96.21 93.70
R2 95.50 95.50 93.53
R1 94.35 94.35 93.36 94.00
PP 93.64 93.64 93.64 93.47
S1 92.49 92.49 93.02 92.14
S2 91.78 91.78 92.85
S3 89.92 90.63 92.68
S4 88.06 88.77 92.17
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 94.80 92.94 1.86 2.0% 1.23 1.3% 13% True True 30,247
10 95.74 92.87 2.87 3.1% 1.16 1.2% 11% False False 33,781
20 99.46 92.87 6.59 7.1% 1.25 1.3% 5% False False 35,266
40 99.46 92.87 6.59 7.1% 1.31 1.4% 5% False False 29,200
60 100.65 92.87 7.78 8.3% 1.32 1.4% 4% False False 26,397
80 100.65 92.87 7.78 8.3% 1.26 1.4% 4% False False 23,803
100 100.65 88.11 12.54 13.5% 1.22 1.3% 41% False False 24,210
120 100.65 88.11 12.54 13.5% 1.25 1.3% 41% False False 23,091
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 102.71
2.618 99.67
1.618 97.81
1.000 96.66
0.618 95.95
HIGH 94.80
0.618 94.09
0.500 93.87
0.382 93.65
LOW 92.94
0.618 91.79
1.000 91.08
1.618 89.93
2.618 88.07
4.250 85.04
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 93.87 93.87
PP 93.64 93.64
S1 93.42 93.42

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

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