NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 08-Oct-2013
Day Change Summary
Previous Current
07-Oct-2013 08-Oct-2013 Change Change % Previous Week
Open 103.45 103.16 -0.29 -0.3% 102.46
High 103.74 104.08 0.34 0.3% 104.38
Low 101.86 102.85 0.99 1.0% 101.05
Close 103.03 103.49 0.46 0.4% 103.84
Range 1.88 1.23 -0.65 -34.6% 3.33
ATR 1.86 1.81 -0.04 -2.4% 0.00
Volume 269,025 194,195 -74,830 -27.8% 1,141,683
Daily Pivots for day following 08-Oct-2013
Classic Woodie Camarilla DeMark
R4 107.16 106.56 104.17
R3 105.93 105.33 103.83
R2 104.70 104.70 103.72
R1 104.10 104.10 103.60 104.40
PP 103.47 103.47 103.47 103.63
S1 102.87 102.87 103.38 103.17
S2 102.24 102.24 103.26
S3 101.01 101.64 103.15
S4 99.78 100.41 102.81
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
5 104.38 101.43 2.95 2.9% 1.74 1.7% 70% False False 231,033
10 104.38 101.05 3.33 3.2% 1.62 1.6% 73% False False 225,717
20 108.24 101.05 7.19 6.9% 1.75 1.7% 34% False False 210,672
40 111.34 101.05 10.29 9.9% 1.86 1.8% 24% False False 141,168
60 111.34 100.80 10.54 10.2% 1.82 1.8% 26% False False 107,898
80 111.34 91.95 19.39 18.7% 1.80 1.7% 60% False False 90,195
100 111.34 91.22 20.12 19.4% 1.77 1.7% 61% False False 75,398
120 111.34 87.50 23.84 23.0% 1.76 1.7% 67% False False 64,440
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.31
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 109.31
2.618 107.30
1.618 106.07
1.000 105.31
0.618 104.84
HIGH 104.08
0.618 103.61
0.500 103.47
0.382 103.32
LOW 102.85
0.618 102.09
1.000 101.62
1.618 100.86
2.618 99.63
4.250 97.62
Fisher Pivots for day following 08-Oct-2013
Pivot 1 day 3 day
R1 103.48 103.34
PP 103.47 103.18
S1 103.47 103.03

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

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