NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 93.09 93.38 0.29 0.3% 93.20
High 93.31 93.38 0.07 0.1% 94.66
Low 92.95 92.61 -0.34 -0.4% 92.57
Close 93.06 93.21 0.15 0.2% 94.07
Range 0.36 0.77 0.41 113.9% 2.09
ATR 0.94 0.93 -0.01 -1.3% 0.00
Volume 8,991 3,640 -5,351 -59.5% 38,717
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 95.38 95.06 93.63
R3 94.61 94.29 93.42
R2 93.84 93.84 93.35
R1 93.52 93.52 93.28 93.30
PP 93.07 93.07 93.07 92.95
S1 92.75 92.75 93.14 92.53
S2 92.30 92.30 93.07
S3 91.53 91.98 93.00
S4 90.76 91.21 92.79
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.04 99.14 95.22
R3 97.95 97.05 94.64
R2 95.86 95.86 94.45
R1 94.96 94.96 94.26 95.41
PP 93.77 93.77 93.77 93.99
S1 92.87 92.87 93.88 93.32
S2 91.68 91.68 93.69
S3 89.59 90.78 93.50
S4 87.50 88.69 92.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.66 92.61 2.05 2.2% 0.76 0.8% 29% False True 7,501
10 94.66 92.57 2.09 2.2% 0.85 0.9% 31% False False 6,594
20 95.35 92.50 2.85 3.1% 0.86 0.9% 25% False False 5,559
40 98.67 92.50 6.17 6.6% 0.88 0.9% 12% False False 4,041
60 99.49 92.50 6.99 7.5% 0.83 0.9% 10% False False 3,371
80 99.49 92.50 6.99 7.5% 0.79 0.8% 10% False False 2,975
100 99.49 91.74 7.75 8.3% 0.72 0.8% 19% False False 2,980
120 99.49 88.01 11.48 12.3% 0.66 0.7% 45% False False 3,137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.65
2.618 95.40
1.618 94.63
1.000 94.15
0.618 93.86
HIGH 93.38
0.618 93.09
0.500 93.00
0.382 92.90
LOW 92.61
0.618 92.13
1.000 91.84
1.618 91.36
2.618 90.59
4.250 89.34
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 93.14 93.37
PP 93.07 93.31
S1 93.00 93.26

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

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