NYMEX Light Sweet Crude Oil Future April 2014

Trading Metrics calculated at close of trading on 05-Nov-2013

Day Change Summary
	Previous	Current
	04-Nov-2013	05-Nov-2013	Change	Change %	Previous Week
Open	94.59	95.02	0.43	0.5%	96.20
High	95.20	95.02	-0.18	-0.2%	97.41
Low	94.23	93.59	-0.64	-0.7%	94.49
Close	94.87	93.77	-1.10	-1.2%	94.68
Range	0.97	1.43	0.46	47.4%	2.92
ATR	1.26	1.28	0.01	0.9%	0.00
Volume	17,585	14,944	-2,641	-15.0%	67,854

Daily Pivots for day following 05-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	98.42	97.52	94.56
R3	96.99	96.09	94.16
R2	95.56	95.56	94.03
R1	94.66	94.66	93.90	94.40
PP	94.13	94.13	94.13	93.99
S1	93.23	93.23	93.64	92.97
S2	92.70	92.70	93.51
S3	91.27	91.80	93.38
S4	89.84	90.37	92.98

Weekly Pivots for week ending 01-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	104.29	102.40	96.29
R3	101.37	99.48	95.48
R2	98.45	98.45	95.22
R1	96.56	96.56	94.95	96.05
PP	95.53	95.53	95.53	95.27
S1	93.64	93.64	94.41	93.13
S2	92.61	92.61	94.14
S3	89.69	90.72	93.88
S4	86.77	87.80	93.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.90	93.59	3.31	3.5%	1.14	1.2%	5%	False	True	15,640
10	97.41	93.59	3.82	4.1%	1.17	1.2%	5%	False	True	15,668
20	101.00	93.59	7.41	7.9%	1.32	1.4%	2%	False	True	14,212
40	101.00	93.59	7.41	7.9%	1.25	1.3%	2%	False	True	10,301
60	103.06	93.59	9.47	10.1%	1.18	1.3%	2%	False	True	8,322
80	103.06	93.59	9.47	10.1%	1.10	1.2%	2%	False	True	7,093

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	101.10
2.618	98.76
1.618	97.33
1.000	96.45
0.618	95.90
HIGH	95.02
0.618	94.47
0.500	94.31
0.382	94.14
LOW	93.59
0.618	92.71
1.000	92.16
1.618	91.28
2.618	89.85
4.250	87.51

Fisher Pivots for day following 05-Nov-2013
Pivot	1 day	3 day
R1	94.31	94.92
PP	94.13	94.53
S1	93.95	94.15

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols