NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 93.38 93.40 0.02 0.0% 93.20
High 93.38 94.50 1.12 1.2% 94.66
Low 92.61 93.34 0.73 0.8% 92.57
Close 93.21 94.50 1.29 1.4% 94.07
Range 0.77 1.16 0.39 50.6% 2.09
ATR 0.93 0.96 0.03 2.8% 0.00
Volume 3,640 6,237 2,597 71.3% 38,717
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.59 97.21 95.14
R3 96.43 96.05 94.82
R2 95.27 95.27 94.71
R1 94.89 94.89 94.61 95.08
PP 94.11 94.11 94.11 94.21
S1 93.73 93.73 94.39 93.92
S2 92.95 92.95 94.29
S3 91.79 92.57 94.18
S4 90.63 91.41 93.86
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 94.50 92.61 1.89 2.0% 0.72 0.8% 100% True False 7,120
10 94.66 92.57 2.09 2.2% 0.87 0.9% 92% False False 6,675
20 95.35 92.50 2.85 3.0% 0.85 0.9% 70% False False 5,642
40 98.67 92.50 6.17 6.5% 0.90 1.0% 32% False False 4,163
60 98.67 92.50 6.17 6.5% 0.83 0.9% 32% False False 3,408
80 99.49 92.50 6.99 7.4% 0.79 0.8% 29% False False 3,042
100 99.49 92.40 7.09 7.5% 0.74 0.8% 30% False False 3,033
120 99.49 88.01 11.48 12.1% 0.66 0.7% 57% False False 3,164
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.43
2.618 97.54
1.618 96.38
1.000 95.66
0.618 95.22
HIGH 94.50
0.618 94.06
0.500 93.92
0.382 93.78
LOW 93.34
0.618 92.62
1.000 92.18
1.618 91.46
2.618 90.30
4.250 88.41
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 94.31 94.19
PP 94.11 93.87
S1 93.92 93.56

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

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