NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 94.26 93.20 -1.06 -1.1% 93.97
High 94.28 93.42 -0.86 -0.9% 94.72
Low 93.44 91.97 -1.47 -1.6% 92.61
Close 93.52 92.49 -1.03 -1.1% 94.30
Range 0.84 1.45 0.61 72.6% 2.11
ATR 0.97 1.01 0.04 4.2% 0.00
Volume 7,108 5,926 -1,182 -16.6% 29,800
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 96.98 96.18 93.29
R3 95.53 94.73 92.89
R2 94.08 94.08 92.76
R1 93.28 93.28 92.62 92.96
PP 92.63 92.63 92.63 92.46
S1 91.83 91.83 92.36 91.51
S2 91.18 91.18 92.22
S3 89.73 90.38 92.09
S4 88.28 88.93 91.69
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 91.97 2.75 3.0% 1.10 1.2% 19% False True 6,299
10 94.72 91.97 2.75 3.0% 0.93 1.0% 19% False True 6,900
20 94.76 91.97 2.79 3.0% 0.95 1.0% 19% False True 6,275
40 98.67 91.97 6.70 7.2% 0.91 1.0% 8% False True 4,633
60 98.67 91.97 6.70 7.2% 0.84 0.9% 8% False True 3,631
80 99.49 91.97 7.52 8.1% 0.81 0.9% 7% False True 3,240
100 99.49 91.97 7.52 8.1% 0.76 0.8% 7% False True 3,158
120 99.49 88.01 11.48 12.4% 0.69 0.7% 39% False False 3,063
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 99.58
2.618 97.22
1.618 95.77
1.000 94.87
0.618 94.32
HIGH 93.42
0.618 92.87
0.500 92.70
0.382 92.52
LOW 91.97
0.618 91.07
1.000 90.52
1.618 89.62
2.618 88.17
4.250 85.81
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 92.70 93.13
PP 92.63 92.91
S1 92.56 92.70

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

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