NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 94.97 94.90 -0.07 -0.1% 94.94
High 94.97 95.15 0.18 0.2% 95.84
Low 93.54 94.09 0.55 0.6% 93.59
Close 94.55 94.22 -0.33 -0.3% 95.24
Range 1.43 1.06 -0.37 -25.9% 2.25
ATR 1.31 1.29 -0.02 -1.3% 0.00
Volume 16,135 21,393 5,258 32.6% 77,126
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.67 97.00 94.80
R3 96.61 95.94 94.51
R2 95.55 95.55 94.41
R1 94.88 94.88 94.32 94.69
PP 94.49 94.49 94.49 94.39
S1 93.82 93.82 94.12 93.63
S2 93.43 93.43 94.03
S3 92.37 92.76 93.93
S4 91.31 91.70 93.64
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.64 100.69 96.48
R3 99.39 98.44 95.86
R2 97.14 97.14 95.65
R1 96.19 96.19 95.45 96.67
PP 94.89 94.89 94.89 95.13
S1 93.94 93.94 95.03 94.42
S2 92.64 92.64 94.83
S3 90.39 91.69 94.62
S4 88.14 89.44 94.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.84 93.54 2.30 2.4% 1.33 1.4% 30% False False 17,161
10 95.84 93.54 2.30 2.4% 1.21 1.3% 30% False False 20,893
20 96.90 93.51 3.39 3.6% 1.22 1.3% 21% False False 18,263
40 101.00 93.51 7.49 7.9% 1.28 1.4% 9% False False 15,347
60 101.62 93.51 8.11 8.6% 1.24 1.3% 9% False False 12,016
80 103.06 93.51 9.55 10.1% 1.19 1.3% 7% False False 10,036
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.66
2.618 97.93
1.618 96.87
1.000 96.21
0.618 95.81
HIGH 95.15
0.618 94.75
0.500 94.62
0.382 94.49
LOW 94.09
0.618 93.43
1.000 93.03
1.618 92.37
2.618 91.31
4.250 89.59
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 94.62 94.69
PP 94.49 94.53
S1 94.35 94.38

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

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