NYMEX Light Sweet Crude Oil Future May 2014

Trading Metrics calculated at close of trading on 05-Nov-2013

Day Change Summary
	Previous	Current
	04-Nov-2013	05-Nov-2013	Change	Change %	Previous Week
Open	94.17	94.66	0.49	0.5%	95.64
High	94.73	94.66	-0.07	-0.1%	96.71
Low	93.88	93.30	-0.58	-0.6%	94.10
Close	94.43	93.45	-0.98	-1.0%	94.22
Range	0.85	1.36	0.51	60.0%	2.61
ATR	1.10	1.12	0.02	1.7%	0.00
Volume	12,085	12,403	318	2.6%	45,872

Daily Pivots for day following 05-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.88	97.03	94.20
R3	96.52	95.67	93.82
R2	95.16	95.16	93.70
R1	94.31	94.31	93.57	94.06
PP	93.80	93.80	93.80	93.68
S1	92.95	92.95	93.33	92.70
S2	92.44	92.44	93.20
S3	91.08	91.59	93.08
S4	89.72	90.23	92.70

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	96.17	93.30	2.87	3.1%	0.95	1.0%	5%	False	True	11,741
10	96.87	93.30	3.57	3.8%	1.01	1.1%	4%	False	True	10,734
20	100.11	93.30	6.81	7.3%	1.12	1.2%	2%	False	True	9,910
40	100.11	93.30	6.81	7.3%	1.07	1.1%	2%	False	True	6,901
60	101.55	93.30	8.25	8.8%	0.94	1.0%	2%	False	True	5,729

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.44
2.618	98.22
1.618	96.86
1.000	96.02
0.618	95.50
HIGH	94.66
0.618	94.14
0.500	93.98
0.382	93.82
LOW	93.30
0.618	92.46
1.000	91.94
1.618	91.10
2.618	89.74
4.250	87.52

Fisher Pivots for day following 05-Nov-2013
Pivot	1 day	3 day
R1	93.98	94.44
PP	93.80	94.11
S1	93.63	93.78

Download as Excel Spreadsheet

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

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