NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 04-Oct-2013
Day Change Summary
Previous Current
03-Oct-2013 04-Oct-2013 Change Change % Previous Week
Open 103.82 102.92 -0.90 -0.9% 102.46
High 104.38 104.19 -0.19 -0.2% 104.38
Low 102.87 102.90 0.03 0.0% 101.05
Close 103.31 103.84 0.53 0.5% 103.84
Range 1.51 1.29 -0.22 -14.6% 3.33
ATR 1.89 1.85 -0.04 -2.3% 0.00
Volume 226,225 165,197 -61,028 -27.0% 1,141,683
Daily Pivots for day following 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 107.51 106.97 104.55
R3 106.22 105.68 104.19
R2 104.93 104.93 104.08
R1 104.39 104.39 103.96 104.66
PP 103.64 103.64 103.64 103.78
S1 103.10 103.10 103.72 103.37
S2 102.35 102.35 103.60
S3 101.06 101.81 103.49
S4 99.77 100.52 103.13
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 113.08 111.79 105.67
R3 109.75 108.46 104.76
R2 106.42 106.42 104.45
R1 105.13 105.13 104.15 105.78
PP 103.09 103.09 103.09 103.41
S1 101.80 101.80 103.53 102.45
S2 99.76 99.76 103.23
S3 96.43 98.47 102.92
S4 93.10 95.14 102.01
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% 1.77 1.7% 84% False False 228,336
10 105.12 101.05 4.07 3.9% 1.64 1.6% 69% False False 227,689
20 109.42 101.05 8.37 8.1% 1.80 1.7% 33% False False 198,138
40 111.34 101.05 10.29 9.9% 1.88 1.8% 27% False False 132,844
60 111.34 100.80 10.54 10.2% 1.82 1.8% 29% False False 101,505
80 111.34 91.95 19.39 18.7% 1.80 1.7% 61% False False 84,790
100 111.34 91.22 20.12 19.4% 1.78 1.7% 63% False False 70,954
120 111.34 85.96 25.38 24.4% 1.78 1.7% 70% False False 60,723
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 109.67
2.618 107.57
1.618 106.28
1.000 105.48
0.618 104.99
HIGH 104.19
0.618 103.70
0.500 103.55
0.382 103.39
LOW 102.90
0.618 102.10
1.000 101.61
1.618 100.81
2.618 99.52
4.250 97.42
Fisher Pivots for day following 04-Oct-2013
Pivot 1 day 3 day
R1 103.74 103.53
PP 103.64 103.22
S1 103.55 102.91

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

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