NYMEX Light Sweet Crude Oil Future March 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 94.26 94.14 -0.12 -0.1% 94.91
High 94.73 95.90 1.17 1.2% 95.73
Low 93.60 93.97 0.37 0.4% 93.64
Close 94.24 95.77 1.53 1.6% 94.99
Range 1.13 1.93 0.80 70.8% 2.09
ATR 1.35 1.39 0.04 3.1% 0.00
Volume 33,160 35,342 2,182 6.6% 248,806
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.00 100.32 96.83
R3 99.07 98.39 96.30
R2 97.14 97.14 96.12
R1 96.46 96.46 95.95 96.80
PP 95.21 95.21 95.21 95.39
S1 94.53 94.53 95.59 94.87
S2 93.28 93.28 95.42
S3 91.35 92.60 95.24
S4 89.42 90.67 94.71
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.06 100.11 96.14
R3 98.97 98.02 95.56
R2 96.88 96.88 95.37
R1 95.93 95.93 95.18 96.41
PP 94.79 94.79 94.79 95.02
S1 93.84 93.84 94.80 94.32
S2 92.70 92.70 94.61
S3 90.61 91.75 94.42
S4 88.52 89.66 93.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.90 93.60 2.30 2.4% 1.22 1.3% 94% True False 37,566
10 95.90 93.60 2.30 2.4% 1.34 1.4% 94% True False 40,985
20 98.15 93.60 4.55 4.8% 1.27 1.3% 48% False False 39,286
40 101.81 93.60 8.21 8.6% 1.41 1.5% 26% False False 36,588
60 103.14 93.60 9.54 10.0% 1.43 1.5% 23% False False 30,335
80 104.37 93.60 10.77 11.2% 1.39 1.5% 20% False False 25,882
100 104.37 93.60 10.77 11.2% 1.33 1.4% 20% False False 23,666
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 0.36
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 104.10
2.618 100.95
1.618 99.02
1.000 97.83
0.618 97.09
HIGH 95.90
0.618 95.16
0.500 94.94
0.382 94.71
LOW 93.97
0.618 92.78
1.000 92.04
1.618 90.85
2.618 88.92
4.250 85.77
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 95.49 95.43
PP 95.21 95.09
S1 94.94 94.75

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

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