NYMEX Light Sweet Crude Oil Future July 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 94.60 93.22 -1.38 -1.5% 94.52
High 94.60 93.68 -0.92 -1.0% 95.35
Low 93.01 92.84 -0.17 -0.2% 93.01
Close 93.13 93.36 0.23 0.2% 93.13
Range 1.59 0.84 -0.75 -47.2% 2.34
ATR 0.99 0.98 -0.01 -1.1% 0.00
Volume 6,529 6,008 -521 -8.0% 22,859
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 95.81 95.43 93.82
R3 94.97 94.59 93.59
R2 94.13 94.13 93.51
R1 93.75 93.75 93.44 93.94
PP 93.29 93.29 93.29 93.39
S1 92.91 92.91 93.28 93.10
S2 92.45 92.45 93.21
S3 91.61 92.07 93.13
S4 90.77 91.23 92.90
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.85 99.33 94.42
R3 98.51 96.99 93.77
R2 96.17 96.17 93.56
R1 94.65 94.65 93.34 94.24
PP 93.83 93.83 93.83 93.63
S1 92.31 92.31 92.92 91.90
S2 91.49 91.49 92.70
S3 89.15 89.97 92.49
S4 86.81 87.63 91.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.29 92.84 2.45 2.6% 0.78 0.8% 21% False True 5,186
10 96.56 92.84 3.72 4.0% 0.94 1.0% 14% False True 4,552
20 98.67 92.84 5.83 6.2% 0.89 1.0% 9% False True 3,731
40 98.67 92.84 5.83 6.2% 0.82 0.9% 9% False True 2,635
60 99.49 92.84 6.65 7.1% 0.78 0.8% 8% False True 2,486
80 99.49 92.84 6.65 7.1% 0.74 0.8% 8% False True 2,481
100 99.49 88.01 11.48 12.3% 0.66 0.7% 47% False False 2,502
120 99.49 88.01 11.48 12.3% 0.62 0.7% 47% False False 2,618
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 0.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.25
2.618 95.88
1.618 95.04
1.000 94.52
0.618 94.20
HIGH 93.68
0.618 93.36
0.500 93.26
0.382 93.16
LOW 92.84
0.618 92.32
1.000 92.00
1.618 91.48
2.618 90.64
4.250 89.27
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 93.33 93.80
PP 93.29 93.65
S1 93.26 93.51

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

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