NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 93.64 93.89 0.25 0.3% 94.78
High 94.13 94.48 0.35 0.4% 95.71
Low 93.22 93.25 0.03 0.0% 93.17
Close 93.89 93.85 -0.04 0.0% 94.49
Range 0.91 1.23 0.32 35.2% 2.54
ATR 1.52 1.50 -0.02 -1.4% 0.00
Volume 263,051 225,891 -37,160 -14.1% 640,698
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.55 96.93 94.53
R3 96.32 95.70 94.19
R2 95.09 95.09 94.08
R1 94.47 94.47 93.96 94.17
PP 93.86 93.86 93.86 93.71
S1 93.24 93.24 93.74 92.94
S2 92.63 92.63 93.62
S3 91.40 92.01 93.51
S4 90.17 90.78 93.17
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 102.08 100.82 95.89
R3 99.54 98.28 95.19
R2 97.00 97.00 94.96
R1 95.74 95.74 94.72 95.10
PP 94.46 94.46 94.46 94.14
S1 93.20 93.20 94.26 92.56
S2 91.92 91.92 94.02
S3 89.38 90.66 93.79
S4 86.84 88.12 93.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.15 93.17 1.98 2.1% 1.30 1.4% 34% False False 178,037
10 95.71 93.17 2.54 2.7% 1.41 1.5% 27% False False 145,982
20 98.96 93.17 5.79 6.2% 1.40 1.5% 12% False False 109,513
40 103.34 93.17 10.17 10.8% 1.55 1.7% 7% False False 85,435
60 107.94 93.17 14.77 15.7% 1.64 1.7% 5% False False 65,698
80 107.94 93.17 14.77 15.7% 1.61 1.7% 5% False False 54,436
100 107.94 93.17 14.77 15.7% 1.54 1.6% 5% False False 47,763
120 107.94 90.40 17.54 18.7% 1.52 1.6% 20% False False 41,389
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.71
2.618 97.70
1.618 96.47
1.000 95.71
0.618 95.24
HIGH 94.48
0.618 94.01
0.500 93.87
0.382 93.72
LOW 93.25
0.618 92.49
1.000 92.02
1.618 91.26
2.618 90.03
4.250 88.02
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 93.87 94.08
PP 93.86 94.00
S1 93.86 93.93

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

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