NYMEX Light Sweet Crude Oil Future May 2014

Trading Metrics calculated at close of trading on 18-Nov-2013

Day Change Summary
	Previous	Current
	15-Nov-2013	18-Nov-2013	Change	Change %	Previous Week
Open	94.88	94.39	-0.49	-0.5%	94.50
High	95.28	94.89	-0.39	-0.4%	95.30
Low	94.56	93.66	-0.90	-1.0%	93.33
Close	94.77	93.93	-0.84	-0.9%	94.77
Range	0.72	1.23	0.51	70.8%	1.97
ATR	1.15	1.16	0.01	0.5%	0.00
Volume	27,559	8,416	-19,143	-69.5%	76,429

Daily Pivots for day following 18-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	97.85	97.12	94.61
R3	96.62	95.89	94.27
R2	95.39	95.39	94.16
R1	94.66	94.66	94.04	94.41
PP	94.16	94.16	94.16	94.04
S1	93.43	93.43	93.82	93.18
S2	92.93	92.93	93.70
S3	91.70	92.20	93.59
S4	90.47	90.97	93.25

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	100.38	99.54	95.85
R3	98.41	97.57	95.31
R2	96.44	96.44	95.13
R1	95.60	95.60	94.95	96.02
PP	94.47	94.47	94.47	94.68
S1	93.63	93.63	94.59	94.05
S2	92.50	92.50	94.41
S3	90.53	91.66	94.23
S4	88.56	89.69	93.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.30	93.33	1.97	2.1%	1.28	1.4%	30%	False	False	14,920
10	95.30	93.30	2.00	2.1%	1.16	1.2%	32%	False	False	13,107
20	98.12	93.30	4.82	5.1%	1.09	1.2%	13%	False	False	11,733
40	100.11	93.30	6.81	7.3%	1.09	1.2%	9%	False	False	8,984
60	101.55	93.30	8.25	8.8%	1.02	1.1%	8%	False	False	7,227

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	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.12
2.618	98.11
1.618	96.88
1.000	96.12
0.618	95.65
HIGH	94.89
0.618	94.42
0.500	94.28
0.382	94.13
LOW	93.66
0.618	92.90
1.000	92.43
1.618	91.67
2.618	90.44
4.250	88.43

Fisher Pivots for day following 18-Nov-2013
Pivot	1 day	3 day
R1	94.28	94.48
PP	94.16	94.30
S1	94.05	94.11

Download as Excel Spreadsheet

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

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