NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 06-Nov-2013
Day Change Summary
Previous Current
05-Nov-2013 06-Nov-2013 Change Change % Previous Week
Open 94.66 93.68 -0.98 -1.0% 95.64
High 94.66 94.81 0.15 0.2% 96.71
Low 93.30 93.68 0.38 0.4% 94.10
Close 93.45 94.57 1.12 1.2% 94.22
Range 1.36 1.13 -0.23 -16.9% 2.61
ATR 1.12 1.13 0.02 1.6% 0.00
Volume 12,403 11,978 -425 -3.4% 45,872
Daily Pivots for day following 06-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.74 97.29 95.19
R3 96.61 96.16 94.88
R2 95.48 95.48 94.78
R1 95.03 95.03 94.67 95.26
PP 94.35 94.35 94.35 94.47
S1 93.90 93.90 94.47 94.13
S2 93.22 93.22 94.36
S3 92.09 92.77 94.26
S4 90.96 91.64 93.95
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 102.84 101.14 95.66
R3 100.23 98.53 94.94
R2 97.62 97.62 94.70
R1 95.92 95.92 94.46 95.47
PP 95.01 95.01 95.01 94.78
S1 93.31 93.31 93.98 92.86
S2 92.40 92.40 93.74
S3 89.79 90.70 93.50
S4 87.18 88.09 92.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.07 93.30 2.77 2.9% 1.08 1.1% 46% False False 13,186
10 96.71 93.30 3.41 3.6% 0.93 1.0% 37% False False 10,520
20 100.11 93.30 6.81 7.2% 1.08 1.1% 19% False False 10,247
40 100.11 93.30 6.81 7.2% 1.09 1.2% 19% False False 7,097
60 101.55 93.30 8.25 8.7% 0.95 1.0% 15% False False 5,866
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 0.08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.61
2.618 97.77
1.618 96.64
1.000 95.94
0.618 95.51
HIGH 94.81
0.618 94.38
0.500 94.25
0.382 94.11
LOW 93.68
0.618 92.98
1.000 92.55
1.618 91.85
2.618 90.72
4.250 88.88
Fisher Pivots for day following 06-Nov-2013
Pivot 1 day 3 day
R1 94.46 94.40
PP 94.35 94.23
S1 94.25 94.06

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

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