NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 22-Nov-2013
Day Change Summary
Previous Current
21-Nov-2013 22-Nov-2013 Change Change % Previous Week
Open 93.40 94.25 0.85 0.9% 93.97
High 94.50 94.72 0.22 0.2% 94.72
Low 93.34 93.64 0.30 0.3% 92.61
Close 94.50 94.30 -0.20 -0.2% 94.30
Range 1.16 1.08 -0.08 -6.9% 2.11
ATR 0.96 0.97 0.01 0.9% 0.00
Volume 6,237 7,233 996 16.0% 29,800
Daily Pivots for day following 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.46 96.96 94.89
R3 96.38 95.88 94.60
R2 95.30 95.30 94.50
R1 94.80 94.80 94.40 95.05
PP 94.22 94.22 94.22 94.35
S1 93.72 93.72 94.20 93.97
S2 93.14 93.14 94.10
S3 92.06 92.64 94.00
S4 90.98 91.56 93.71
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.21 99.36 95.46
R3 98.10 97.25 94.88
R2 95.99 95.99 94.69
R1 95.14 95.14 94.49 95.57
PP 93.88 93.88 93.88 94.09
S1 93.03 93.03 94.11 93.46
S2 91.77 91.77 93.91
S3 89.66 90.92 93.72
S4 87.55 88.81 93.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.72 92.61 2.11 2.2% 0.90 1.0% 80% True False 5,960
10 94.72 92.57 2.15 2.3% 0.95 1.0% 80% True False 6,851
20 95.35 92.50 2.85 3.0% 0.88 0.9% 63% False False 5,809
40 98.67 92.50 6.17 6.5% 0.91 1.0% 29% False False 4,320
60 98.67 92.50 6.17 6.5% 0.83 0.9% 29% False False 3,481
80 99.49 92.50 6.99 7.4% 0.79 0.8% 26% False False 3,109
100 99.49 92.50 6.99 7.4% 0.74 0.8% 26% False False 3,052
120 99.49 88.01 11.48 12.2% 0.67 0.7% 55% False False 3,127
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.31
2.618 97.55
1.618 96.47
1.000 95.80
0.618 95.39
HIGH 94.72
0.618 94.31
0.500 94.18
0.382 94.05
LOW 93.64
0.618 92.97
1.000 92.56
1.618 91.89
2.618 90.81
4.250 89.05
Fisher Pivots for day following 22-Nov-2013
Pivot 1 day 3 day
R1 94.26 94.09
PP 94.22 93.88
S1 94.18 93.67

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

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