NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 94.64 93.87 -0.77 -0.8% 94.39
High 94.99 93.99 -1.00 -1.1% 95.57
Low 93.91 92.38 -1.53 -1.6% 93.36
Close 94.11 92.92 -1.19 -1.3% 95.03
Range 1.08 1.61 0.53 49.1% 2.21
ATR 1.17 1.21 0.04 3.4% 0.00
Volume 11,821 7,381 -4,440 -37.6% 45,111
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 97.93 97.03 93.81
R3 96.32 95.42 93.36
R2 94.71 94.71 93.22
R1 93.81 93.81 93.07 93.46
PP 93.10 93.10 93.10 92.92
S1 92.20 92.20 92.77 91.85
S2 91.49 91.49 92.62
S3 89.88 90.59 92.48
S4 88.27 88.98 92.03
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.28 100.37 96.25
R3 99.07 98.16 95.64
R2 96.86 96.86 95.44
R1 95.95 95.95 95.23 96.41
PP 94.65 94.65 94.65 94.88
S1 93.74 93.74 94.83 94.20
S2 92.44 92.44 94.62
S3 90.23 91.53 94.42
S4 88.02 89.32 93.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.57 92.38 3.19 3.4% 1.38 1.5% 17% False True 9,714
10 95.57 92.38 3.19 3.4% 1.19 1.3% 17% False True 11,720
20 96.07 92.38 3.69 4.0% 1.15 1.2% 15% False True 11,922
40 100.11 92.38 7.73 8.3% 1.10 1.2% 7% False True 10,030
60 100.38 92.38 8.00 8.6% 1.07 1.2% 7% False True 7,915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 100.83
2.618 98.20
1.618 96.59
1.000 95.60
0.618 94.98
HIGH 93.99
0.618 93.37
0.500 93.19
0.382 93.00
LOW 92.38
0.618 91.39
1.000 90.77
1.618 89.78
2.618 88.17
4.250 85.54
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 93.19 93.69
PP 93.10 93.43
S1 93.01 93.18

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

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