NYMEX Light Sweet Crude Oil Future April 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 94.86 94.94 0.08 0.1% 94.97
High 95.45 95.51 0.06 0.1% 95.51
Low 93.90 94.80 0.90 1.0% 93.51
Close 95.00 94.97 -0.03 0.0% 94.97
Range 1.55 0.71 -0.84 -54.2% 2.00
ATR 1.34 1.30 -0.05 -3.4% 0.00
Volume 32,660 37,369 4,709 14.4% 123,745
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.22 96.81 95.36
R3 96.51 96.10 95.17
R2 95.80 95.80 95.10
R1 95.39 95.39 95.04 95.60
PP 95.09 95.09 95.09 95.20
S1 94.68 94.68 94.90 94.89
S2 94.38 94.38 94.84
S3 93.67 93.97 94.77
S4 92.96 93.26 94.58
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.66 99.82 96.07
R3 98.66 97.82 95.52
R2 96.66 96.66 95.34
R1 95.82 95.82 95.15 95.97
PP 94.66 94.66 94.66 94.74
S1 93.82 93.82 94.79 93.97
S2 92.66 92.66 94.60
S3 90.66 91.82 94.42
S4 88.66 89.82 93.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.51 93.51 2.00 2.1% 1.32 1.4% 73% True False 24,749
10 95.52 93.51 2.01 2.1% 1.26 1.3% 73% False False 20,493
20 99.14 93.51 5.63 5.9% 1.23 1.3% 26% False False 17,401
40 101.00 93.51 7.49 7.9% 1.26 1.3% 19% False False 13,442
60 103.06 93.51 9.55 10.1% 1.25 1.3% 15% False False 10,577
80 103.06 93.51 9.55 10.1% 1.14 1.2% 15% False False 8,850
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 0.28
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 98.53
2.618 97.37
1.618 96.66
1.000 96.22
0.618 95.95
HIGH 95.51
0.618 95.24
0.500 95.16
0.382 95.07
LOW 94.80
0.618 94.36
1.000 94.09
1.618 93.65
2.618 92.94
4.250 91.78
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 95.16 94.88
PP 95.09 94.79
S1 95.03 94.71

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

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