NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 08-Nov-2013
Day Change Summary
Previous Current
07-Nov-2013 08-Nov-2013 Change Change % Previous Week
Open 95.11 94.60 -0.51 -0.5% 94.59
High 95.39 95.12 -0.27 -0.3% 95.52
Low 94.16 94.22 0.06 0.1% 93.59
Close 94.42 94.88 0.46 0.5% 94.88
Range 1.23 0.90 -0.33 -26.8% 1.93
ATR 1.30 1.28 -0.03 -2.2% 0.00
Volume 15,148 18,519 3,371 22.3% 81,190
Daily Pivots for day following 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.44 97.06 95.38
R3 96.54 96.16 95.13
R2 95.64 95.64 95.05
R1 95.26 95.26 94.96 95.45
PP 94.74 94.74 94.74 94.84
S1 94.36 94.36 94.80 94.55
S2 93.84 93.84 94.72
S3 92.94 93.46 94.63
S4 92.04 92.56 94.39
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.45 99.60 95.94
R3 98.52 97.67 95.41
R2 96.59 96.59 95.23
R1 95.74 95.74 95.06 96.17
PP 94.66 94.66 94.66 94.88
S1 93.81 93.81 94.70 94.24
S2 92.73 92.73 94.53
S3 90.80 91.88 94.35
S4 88.87 89.95 93.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.52 93.59 1.93 2.0% 1.19 1.3% 67% False False 16,238
10 97.41 93.59 3.82 4.0% 1.11 1.2% 34% False False 14,904
20 101.00 93.59 7.41 7.8% 1.25 1.3% 17% False False 15,215
40 101.00 93.59 7.41 7.8% 1.27 1.3% 17% False False 11,132
60 103.06 93.59 9.47 10.0% 1.20 1.3% 14% False False 8,906
80 103.06 93.59 9.47 10.0% 1.12 1.2% 14% False False 7,569
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 98.95
2.618 97.48
1.618 96.58
1.000 96.02
0.618 95.68
HIGH 95.12
0.618 94.78
0.500 94.67
0.382 94.56
LOW 94.22
0.618 93.66
1.000 93.32
1.618 92.76
2.618 91.86
4.250 90.40
Fisher Pivots for day following 08-Nov-2013
Pivot 1 day 3 day
R1 94.81 94.85
PP 94.74 94.83
S1 94.67 94.80

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

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