NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 04-Nov-2013
Day Change Summary
Previous Current
01-Nov-2013 04-Nov-2013 Change Change % Previous Week
Open 96.57 94.99 -1.58 -1.6% 97.95
High 96.93 95.43 -1.50 -1.5% 98.96
Low 94.69 94.42 -0.27 -0.3% 94.69
Close 94.96 94.98 0.02 0.0% 94.96
Range 2.24 1.01 -1.23 -54.9% 4.27
ATR 1.63 1.59 -0.04 -2.7% 0.00
Volume 77,070 90,107 13,037 16.9% 324,304
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.97 97.49 95.54
R3 96.96 96.48 95.26
R2 95.95 95.95 95.17
R1 95.47 95.47 95.07 95.21
PP 94.94 94.94 94.94 94.81
S1 94.46 94.46 94.89 94.20
S2 93.93 93.93 94.79
S3 92.92 93.45 94.70
S4 91.91 92.44 94.42
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 109.01 106.26 97.31
R3 104.74 101.99 96.13
R2 100.47 100.47 95.74
R1 97.72 97.72 95.35 96.96
PP 96.20 96.20 96.20 95.83
S1 93.45 93.45 94.57 92.69
S2 91.93 91.93 94.18
S3 87.66 89.18 93.79
S4 83.39 84.91 92.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.68 94.42 4.26 4.5% 1.23 1.3% 13% False True 73,825
10 100.36 94.42 5.94 6.3% 1.45 1.5% 9% False True 77,331
20 103.34 94.42 8.92 9.4% 1.63 1.7% 6% False True 73,648
40 105.15 94.42 10.73 11.3% 1.62 1.7% 5% False True 54,213
60 107.94 94.42 13.52 14.2% 1.62 1.7% 4% False True 43,220
80 107.94 94.42 13.52 14.2% 1.58 1.7% 4% False True 36,708
100 107.94 90.40 17.54 18.5% 1.55 1.6% 26% False False 32,995
120 107.94 90.35 17.59 18.5% 1.52 1.6% 26% False False 28,484
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.72
2.618 98.07
1.618 97.06
1.000 96.44
0.618 96.05
HIGH 95.43
0.618 95.04
0.500 94.93
0.382 94.81
LOW 94.42
0.618 93.80
1.000 93.41
1.618 92.79
2.618 91.78
4.250 90.13
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 94.96 95.85
PP 94.94 95.56
S1 94.93 95.27

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

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