NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 93.98 92.84 -1.14 -1.2% 94.97
High 94.10 94.40 0.30 0.3% 95.15
Low 92.42 92.79 0.37 0.4% 92.42
Close 92.95 93.32 0.37 0.4% 93.32
Range 1.68 1.61 -0.07 -4.2% 2.73
ATR 1.33 1.35 0.02 1.5% 0.00
Volume 11,282 11,965 683 6.1% 60,775
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 98.33 97.44 94.21
R3 96.72 95.83 93.76
R2 95.11 95.11 93.62
R1 94.22 94.22 93.47 94.67
PP 93.50 93.50 93.50 93.73
S1 92.61 92.61 93.17 93.06
S2 91.89 91.89 93.02
S3 90.28 91.00 92.88
S4 88.67 89.39 92.43
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.82 100.30 94.82
R3 99.09 97.57 94.07
R2 96.36 96.36 93.82
R1 94.84 94.84 93.57 94.24
PP 93.63 93.63 93.63 93.33
S1 92.11 92.11 93.07 91.51
S2 90.90 90.90 92.82
S3 88.17 89.38 92.57
S4 85.44 86.65 91.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.84 92.42 3.42 3.7% 1.42 1.5% 26% False False 15,811
10 95.84 92.42 3.42 3.7% 1.26 1.3% 26% False False 17,527
20 96.24 92.42 3.82 4.1% 1.31 1.4% 24% False False 17,981
40 101.00 92.42 8.58 9.2% 1.29 1.4% 10% False False 15,446
60 101.62 92.42 9.20 9.9% 1.27 1.4% 10% False False 12,286
80 103.06 92.42 10.64 11.4% 1.21 1.3% 8% False False 10,257
Crabel Price Patterns
NR True
NR4 False
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.24
2.618 98.61
1.618 97.00
1.000 96.01
0.618 95.39
HIGH 94.40
0.618 93.78
0.500 93.60
0.382 93.41
LOW 92.79
0.618 91.80
1.000 91.18
1.618 90.19
2.618 88.58
4.250 85.95
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 93.60 93.79
PP 93.50 93.63
S1 93.41 93.48

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

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