NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 101.46 102.94 1.48 1.5% 103.45
High 103.57 102.95 -0.62 -0.6% 104.08
Low 101.16 100.60 -0.56 -0.6% 100.60
Close 103.01 102.02 -0.99 -1.0% 102.02
Range 2.41 2.35 -0.06 -2.5% 3.48
ATR 1.91 1.94 0.04 1.9% 0.00
Volume 296,858 298,216 1,358 0.5% 1,341,425
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 108.91 107.81 103.31
R3 106.56 105.46 102.67
R2 104.21 104.21 102.45
R1 103.11 103.11 102.24 102.49
PP 101.86 101.86 101.86 101.54
S1 100.76 100.76 101.80 100.14
S2 99.51 99.51 101.59
S3 97.16 98.41 101.37
S4 94.81 96.06 100.73
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 112.67 110.83 103.93
R3 109.19 107.35 102.98
R2 105.71 105.71 102.66
R1 103.87 103.87 102.34 103.05
PP 102.23 102.23 102.23 101.83
S1 100.39 100.39 101.70 99.57
S2 98.75 98.75 101.38
S3 95.27 96.91 101.06
S4 91.79 93.43 100.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.08 100.60 3.48 3.4% 2.09 2.0% 41% False True 268,285
10 104.38 100.60 3.78 3.7% 1.93 1.9% 38% False True 248,310
20 108.15 100.60 7.55 7.4% 1.88 1.8% 19% False True 238,059
40 111.34 100.60 10.74 10.5% 1.95 1.9% 13% False True 158,657
60 111.34 100.60 10.74 10.5% 1.87 1.8% 13% False True 121,335
80 111.34 91.95 19.39 19.0% 1.85 1.8% 52% False False 100,378
100 111.34 91.22 20.12 19.7% 1.80 1.8% 54% False False 83,833
120 111.34 89.15 22.19 21.8% 1.79 1.8% 58% False False 71,627
Crabel Price Patterns
NR True
NR4 False
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 False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.94
2.618 109.10
1.618 106.75
1.000 105.30
0.618 104.40
HIGH 102.95
0.618 102.05
0.500 101.78
0.382 101.50
LOW 100.60
0.618 99.15
1.000 98.25
1.618 96.80
2.618 94.45
4.250 90.61
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 101.94 102.18
PP 101.86 102.12
S1 101.78 102.07

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

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