NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 15-Nov-2013
Day Change Summary
Previous Current
14-Nov-2013 15-Nov-2013 Change Change % Previous Week
Open 94.28 94.52 0.24 0.3% 94.16
High 95.07 94.99 -0.08 -0.1% 95.07
Low 93.52 94.20 0.68 0.7% 92.94
Close 94.57 94.46 -0.11 -0.1% 94.46
Range 1.55 0.79 -0.76 -49.0% 2.13
ATR 1.30 1.26 -0.04 -2.8% 0.00
Volume 43,700 63,932 20,232 46.3% 201,914
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 96.92 96.48 94.89
R3 96.13 95.69 94.68
R2 95.34 95.34 94.60
R1 94.90 94.90 94.53 94.73
PP 94.55 94.55 94.55 94.46
S1 94.11 94.11 94.39 93.94
S2 93.76 93.76 94.32
S3 92.97 93.32 94.24
S4 92.18 92.53 94.03
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 100.55 99.63 95.63
R3 98.42 97.50 95.05
R2 96.29 96.29 94.85
R1 95.37 95.37 94.66 95.83
PP 94.16 94.16 94.16 94.39
S1 93.24 93.24 94.26 93.70
S2 92.03 92.03 94.07
S3 89.90 91.11 93.87
S4 87.77 88.98 93.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.07 92.94 2.13 2.3% 1.32 1.4% 71% False False 40,382
10 95.07 92.87 2.20 2.3% 1.20 1.3% 72% False False 37,543
20 97.87 92.87 5.00 5.3% 1.21 1.3% 32% False False 37,522
40 99.46 92.87 6.59 7.0% 1.26 1.3% 24% False False 31,145
60 100.65 92.87 7.78 8.2% 1.33 1.4% 20% False False 27,902
80 100.65 92.87 7.78 8.2% 1.26 1.3% 20% False False 25,015
100 100.65 90.08 10.57 11.2% 1.21 1.3% 41% False False 25,109
120 100.65 88.11 12.54 13.3% 1.24 1.3% 51% False False 24,160
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 98.35
2.618 97.06
1.618 96.27
1.000 95.78
0.618 95.48
HIGH 94.99
0.618 94.69
0.500 94.60
0.382 94.50
LOW 94.20
0.618 93.71
1.000 93.41
1.618 92.92
2.618 92.13
4.250 90.84
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 94.60 94.36
PP 94.55 94.25
S1 94.51 94.15

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

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