NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 103.16 103.49 0.33 0.3% 102.46
High 104.08 103.75 -0.33 -0.3% 104.38
Low 102.85 101.18 -1.67 -1.6% 101.05
Close 103.49 101.61 -1.88 -1.8% 103.84
Range 1.23 2.57 1.34 108.9% 3.33
ATR 1.81 1.87 0.05 3.0% 0.00
Volume 194,195 283,131 88,936 45.8% 1,141,683
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 109.89 108.32 103.02
R3 107.32 105.75 102.32
R2 104.75 104.75 102.08
R1 103.18 103.18 101.85 102.68
PP 102.18 102.18 102.18 101.93
S1 100.61 100.61 101.37 100.11
S2 99.61 99.61 101.14
S3 97.04 98.04 100.90
S4 94.47 95.47 100.20
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
5 104.38 101.18 3.20 3.1% 1.70 1.7% 13% False True 227,554
10 104.38 101.05 3.33 3.3% 1.70 1.7% 17% False False 230,411
20 108.24 101.05 7.19 7.1% 1.80 1.8% 8% False False 219,358
40 111.34 101.05 10.29 10.1% 1.89 1.9% 5% False False 146,946
60 111.34 100.80 10.54 10.4% 1.84 1.8% 8% False False 112,223
80 111.34 91.95 19.39 19.1% 1.82 1.8% 50% False False 93,420
100 111.34 91.22 20.12 19.8% 1.78 1.8% 52% False False 78,129
120 111.34 87.54 23.80 23.4% 1.78 1.7% 59% False False 66,740
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114.67
2.618 110.48
1.618 107.91
1.000 106.32
0.618 105.34
HIGH 103.75
0.618 102.77
0.500 102.47
0.382 102.16
LOW 101.18
0.618 99.59
1.000 98.61
1.618 97.02
2.618 94.45
4.250 90.26
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 102.47 102.63
PP 102.18 102.29
S1 101.90 101.95

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

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