NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 101.62 103.82 2.20 2.2% 104.89
High 104.23 104.38 0.15 0.1% 105.12
Low 101.43 102.87 1.44 1.4% 102.20
Close 104.10 103.31 -0.79 -0.8% 102.87
Range 2.80 1.51 -1.29 -46.1% 2.92
ATR 1.92 1.89 -0.03 -1.5% 0.00
Volume 300,526 226,225 -74,301 -24.7% 1,135,207
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 108.05 107.19 104.14
R3 106.54 105.68 103.73
R2 105.03 105.03 103.59
R1 104.17 104.17 103.45 103.85
PP 103.52 103.52 103.52 103.36
S1 102.66 102.66 103.17 102.34
S2 102.01 102.01 103.03
S3 100.50 101.15 102.89
S4 98.99 99.64 102.48
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
5 104.38 101.05 3.33 3.2% 1.79 1.7% 68% True False 241,757
10 106.11 101.05 5.06 4.9% 1.68 1.6% 45% False False 236,205
20 109.68 101.05 8.63 8.4% 1.85 1.8% 26% False False 192,854
40 111.34 100.80 10.54 10.2% 1.90 1.8% 24% False False 130,194
60 111.34 100.80 10.54 10.2% 1.83 1.8% 24% False False 99,744
80 111.34 91.95 19.39 18.8% 1.80 1.7% 59% False False 82,918
100 111.34 91.22 20.12 19.5% 1.78 1.7% 60% False False 69,388
120 111.34 85.96 25.38 24.6% 1.78 1.7% 68% False False 59,440
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110.80
2.618 108.33
1.618 106.82
1.000 105.89
0.618 105.31
HIGH 104.38
0.618 103.80
0.500 103.63
0.382 103.45
LOW 102.87
0.618 101.94
1.000 101.36
1.618 100.43
2.618 98.92
4.250 96.45
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 103.63 103.11
PP 103.52 102.92
S1 103.42 102.72

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

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