NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 101.37 102.19 0.82 0.8% 103.45
High 102.62 102.46 -0.16 -0.2% 104.08
Low 101.06 100.91 -0.15 -0.1% 100.60
Close 102.41 101.21 -1.20 -1.2% 102.02
Range 1.56 1.55 -0.01 -0.6% 3.48
ATR 1.92 1.89 -0.03 -1.4% 0.00
Volume 170,674 240,218 69,544 40.7% 1,341,425
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.18 105.24 102.06
R3 104.63 103.69 101.64
R2 103.08 103.08 101.49
R1 102.14 102.14 101.35 101.84
PP 101.53 101.53 101.53 101.37
S1 100.59 100.59 101.07 100.29
S2 99.98 99.98 100.93
S3 98.43 99.04 100.78
S4 96.88 97.49 100.36
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
5 103.75 100.60 3.15 3.1% 2.09 2.1% 19% False False 257,819
10 104.38 100.60 3.78 3.7% 1.92 1.9% 16% False False 244,426
20 108.15 100.60 7.55 7.5% 1.87 1.8% 8% False False 239,824
40 111.34 100.60 10.74 10.6% 1.97 1.9% 6% False False 166,079
60 111.34 100.60 10.74 10.6% 1.87 1.8% 6% False False 126,795
80 111.34 91.95 19.39 19.2% 1.82 1.8% 48% False False 104,807
100 111.34 91.22 20.12 19.9% 1.79 1.8% 50% False False 87,736
120 111.34 89.26 22.08 21.8% 1.78 1.8% 54% False False 74,899
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 109.05
2.618 106.52
1.618 104.97
1.000 104.01
0.618 103.42
HIGH 102.46
0.618 101.87
0.500 101.69
0.382 101.50
LOW 100.91
0.618 99.95
1.000 99.36
1.618 98.40
2.618 96.85
4.250 94.32
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 101.69 101.78
PP 101.53 101.59
S1 101.37 101.40

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

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