NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 93.73 94.39 0.66 0.7% 93.94
High 94.41 95.95 1.54 1.6% 94.99
Low 93.17 94.00 0.83 0.9% 92.38
Close 94.12 95.66 1.54 1.6% 93.29
Range 1.24 1.95 0.71 57.3% 2.61
ATR 1.23 1.28 0.05 4.2% 0.00
Volume 3,757 18,106 14,349 381.9% 37,890
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 101.05 100.31 96.73
R3 99.10 98.36 96.20
R2 97.15 97.15 96.02
R1 96.41 96.41 95.84 96.78
PP 95.20 95.20 95.20 95.39
S1 94.46 94.46 95.48 94.83
S2 93.25 93.25 95.30
S3 91.30 92.51 95.12
S4 89.35 90.56 94.59
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 101.38 99.95 94.73
R3 98.77 97.34 94.01
R2 96.16 96.16 93.77
R1 94.73 94.73 93.53 94.14
PP 93.55 93.55 93.55 93.26
S1 92.12 92.12 93.05 91.53
S2 90.94 90.94 92.81
S3 88.33 89.51 92.57
S4 85.72 86.90 91.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.95 92.38 3.57 3.7% 1.48 1.5% 92% True False 9,964
10 95.95 92.38 3.57 3.7% 1.31 1.4% 92% True False 9,644
20 95.95 92.38 3.57 3.7% 1.24 1.3% 92% True False 11,375
40 100.11 92.38 7.73 8.1% 1.15 1.2% 42% False False 10,500
60 100.11 92.38 7.73 8.1% 1.12 1.2% 42% False False 8,257
80 101.55 92.38 9.17 9.6% 1.01 1.1% 36% False False 7,019
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 0.30
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 104.24
2.618 101.06
1.618 99.11
1.000 97.90
0.618 97.16
HIGH 95.95
0.618 95.21
0.500 94.98
0.382 94.74
LOW 94.00
0.618 92.79
1.000 92.05
1.618 90.84
2.618 88.89
4.250 85.71
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 95.43 95.23
PP 95.20 94.79
S1 94.98 94.36

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

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