NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 02-Oct-2013
Day Change Summary
Previous Current
01-Oct-2013 02-Oct-2013 Change Change % Previous Week
Open 102.31 101.62 -0.69 -0.7% 104.89
High 102.58 104.23 1.65 1.6% 105.12
Low 101.06 101.43 0.37 0.4% 102.20
Close 102.04 104.10 2.06 2.0% 102.87
Range 1.52 2.80 1.28 84.2% 2.92
ATR 1.86 1.92 0.07 3.6% 0.00
Volume 223,028 300,526 77,498 34.7% 1,135,207
Daily Pivots for day following 02-Oct-2013
Classic Woodie Camarilla DeMark
R4 111.65 110.68 105.64
R3 108.85 107.88 104.87
R2 106.05 106.05 104.61
R1 105.08 105.08 104.36 105.57
PP 103.25 103.25 103.25 103.50
S1 102.28 102.28 103.84 102.77
S2 100.45 100.45 103.59
S3 97.65 99.48 103.33
S4 94.85 96.68 102.56
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 112.16 110.43 104.48
R3 109.24 107.51 103.67
R2 106.32 106.32 103.41
R1 104.59 104.59 103.14 104.00
PP 103.40 103.40 103.40 103.10
S1 101.67 101.67 102.60 101.08
S2 100.48 100.48 102.33
S3 97.56 98.75 102.07
S4 94.64 95.83 101.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.23 101.05 3.18 3.1% 1.71 1.6% 96% True False 233,267
10 108.15 101.05 7.10 6.8% 1.78 1.7% 43% False False 243,711
20 109.68 101.05 8.63 8.3% 1.84 1.8% 35% False False 185,679
40 111.34 100.80 10.54 10.1% 1.90 1.8% 31% False False 125,420
60 111.34 100.80 10.54 10.1% 1.83 1.8% 31% False False 96,600
80 111.34 91.95 19.39 18.6% 1.80 1.7% 63% False False 80,279
100 111.34 91.22 20.12 19.3% 1.78 1.7% 64% False False 67,256
120 111.34 85.96 25.38 24.4% 1.80 1.7% 71% False False 57,671
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 0.34
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 116.13
2.618 111.56
1.618 108.76
1.000 107.03
0.618 105.96
HIGH 104.23
0.618 103.16
0.500 102.83
0.382 102.50
LOW 101.43
0.618 99.70
1.000 98.63
1.618 96.90
2.618 94.10
4.250 89.53
Fisher Pivots for day following 02-Oct-2013
Pivot 1 day 3 day
R1 103.68 103.61
PP 103.25 103.13
S1 102.83 102.64

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

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