NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 95.83 95.53 -0.30 -0.3% 95.64
High 96.07 95.58 -0.49 -0.5% 96.71
Low 95.47 94.10 -1.37 -1.4% 94.10
Close 95.61 94.22 -1.39 -1.5% 94.22
Range 0.60 1.48 0.88 146.7% 2.61
ATR 1.09 1.12 0.03 2.8% 0.00
Volume 15,881 13,586 -2,295 -14.5% 45,872
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 99.07 98.13 95.03
R3 97.59 96.65 94.63
R2 96.11 96.11 94.49
R1 95.17 95.17 94.36 94.90
PP 94.63 94.63 94.63 94.50
S1 93.69 93.69 94.08 93.42
S2 93.15 93.15 93.95
S3 91.67 92.21 93.81
S4 90.19 90.73 93.41
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 102.84 101.14 95.66
R3 100.23 98.53 94.94
R2 97.62 97.62 94.70
R1 95.92 95.92 94.46 95.47
PP 95.01 95.01 95.01 94.78
S1 93.31 93.31 93.98 92.86
S2 92.40 92.40 93.74
S3 89.79 90.70 93.50
S4 87.18 88.09 92.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.71 94.10 2.61 2.8% 0.85 0.9% 5% False True 9,174
10 98.50 94.10 4.40 4.7% 1.01 1.1% 3% False True 9,707
20 100.11 94.10 6.01 6.4% 1.10 1.2% 2% False True 9,140
40 100.11 94.10 6.01 6.4% 1.06 1.1% 2% False True 6,480
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.13
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 101.87
2.618 99.45
1.618 97.97
1.000 97.06
0.618 96.49
HIGH 95.58
0.618 95.01
0.500 94.84
0.382 94.67
LOW 94.10
0.618 93.19
1.000 92.62
1.618 91.71
2.618 90.23
4.250 87.81
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 94.84 95.14
PP 94.63 94.83
S1 94.43 94.53

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

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