NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 15-Nov-2013
Day Change Summary
Previous Current
14-Nov-2013 15-Nov-2013 Change Change % Previous Week
Open 94.66 95.03 0.37 0.4% 94.91
High 95.48 95.57 0.09 0.1% 95.73
Low 93.77 94.73 0.96 1.0% 93.64
Close 94.97 94.99 0.02 0.0% 94.99
Range 1.71 0.84 -0.87 -50.9% 2.09
ATR 1.45 1.41 -0.04 -3.0% 0.00
Volume 68,809 68,471 -338 -0.5% 248,806
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.62 97.14 95.45
R3 96.78 96.30 95.22
R2 95.94 95.94 95.14
R1 95.46 95.46 95.07 95.28
PP 95.10 95.10 95.10 95.01
S1 94.62 94.62 94.91 94.44
S2 94.26 94.26 94.84
S3 93.42 93.78 94.76
S4 92.58 92.94 94.53
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 95.73 93.64 2.09 2.2% 1.43 1.5% 65% False False 49,761
10 95.80 93.64 2.16 2.3% 1.35 1.4% 63% False False 43,810
20 99.98 93.64 6.34 6.7% 1.35 1.4% 21% False False 42,029
40 101.81 93.64 8.17 8.6% 1.40 1.5% 17% False False 35,858
60 104.37 93.64 10.73 11.3% 1.45 1.5% 13% False False 29,228
80 104.37 93.64 10.73 11.3% 1.37 1.4% 13% False False 24,801
100 104.37 91.74 12.63 13.3% 1.31 1.4% 26% False False 22,782
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 99.14
2.618 97.77
1.618 96.93
1.000 96.41
0.618 96.09
HIGH 95.57
0.618 95.25
0.500 95.15
0.382 95.05
LOW 94.73
0.618 94.21
1.000 93.89
1.618 93.37
2.618 92.53
4.250 91.16
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 95.15 94.88
PP 95.10 94.78
S1 95.04 94.67

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

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