NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 95.37 94.02 -1.35 -1.4% 95.00
High 95.67 95.34 -0.33 -0.3% 95.80
Low 93.64 93.90 0.26 0.3% 93.74
Close 93.86 94.88 1.02 1.1% 95.08
Range 2.03 1.44 -0.59 -29.1% 2.06
ATR 1.43 1.43 0.00 0.2% 0.00
Volume 29,069 55,206 26,137 89.9% 189,300
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 99.03 98.39 95.67
R3 97.59 96.95 95.28
R2 96.15 96.15 95.14
R1 95.51 95.51 95.01 95.83
PP 94.71 94.71 94.71 94.87
S1 94.07 94.07 94.75 94.39
S2 93.27 93.27 94.62
S3 91.83 92.63 94.48
S4 90.39 91.19 94.09
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.05 100.13 96.21
R3 98.99 98.07 95.65
R2 96.93 96.93 95.46
R1 96.01 96.01 95.27 96.47
PP 94.87 94.87 94.87 95.11
S1 93.95 93.95 94.89 94.41
S2 92.81 92.81 94.70
S3 90.75 91.89 94.51
S4 88.69 89.83 93.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.73 93.64 2.09 2.2% 1.38 1.5% 59% False False 38,263
10 97.04 93.64 3.40 3.6% 1.39 1.5% 36% False False 40,241
20 101.21 93.64 7.57 8.0% 1.39 1.5% 16% False False 40,161
40 102.29 93.64 8.65 9.1% 1.41 1.5% 14% False False 33,526
60 104.37 93.64 10.73 11.3% 1.44 1.5% 12% False False 27,606
80 104.37 93.64 10.73 11.3% 1.38 1.5% 12% False False 23,373
100 104.37 90.14 14.23 15.0% 1.31 1.4% 33% False False 21,762
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.46
2.618 99.11
1.618 97.67
1.000 96.78
0.618 96.23
HIGH 95.34
0.618 94.79
0.500 94.62
0.382 94.45
LOW 93.90
0.618 93.01
1.000 92.46
1.618 91.57
2.618 90.13
4.250 87.78
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 94.79 94.82
PP 94.71 94.75
S1 94.62 94.69

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

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