NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 93.97 94.14 0.17 0.2% 94.50
High 94.20 94.32 0.12 0.1% 95.30
Low 93.65 93.36 -0.29 -0.3% 93.33
Close 93.89 93.95 0.06 0.1% 94.77
Range 0.55 0.96 0.41 74.5% 1.97
ATR 1.11 1.10 -0.01 -1.0% 0.00
Volume 9,133 8,123 -1,010 -11.1% 76,429
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 96.76 96.31 94.48
R3 95.80 95.35 94.21
R2 94.84 94.84 94.13
R1 94.39 94.39 94.04 94.14
PP 93.88 93.88 93.88 93.75
S1 93.43 93.43 93.86 93.18
S2 92.92 92.92 93.77
S3 91.96 92.47 93.69
S4 91.00 91.51 93.42
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 93.36 1.94 2.1% 1.00 1.1% 30% False True 13,726
10 95.30 93.33 1.97 2.1% 1.06 1.1% 31% False False 12,394
20 96.71 93.30 3.41 3.6% 1.00 1.1% 19% False False 11,457
40 100.11 93.30 6.81 7.2% 1.08 1.2% 10% False False 9,232
60 101.55 93.30 8.25 8.8% 1.03 1.1% 8% False False 7,456
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.40
2.618 96.83
1.618 95.87
1.000 95.28
0.618 94.91
HIGH 94.32
0.618 93.95
0.500 93.84
0.382 93.73
LOW 93.36
0.618 92.77
1.000 92.40
1.618 91.81
2.618 90.85
4.250 89.28
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 93.91 94.13
PP 93.88 94.07
S1 93.84 94.01

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

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