NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 18-Oct-2013
Day Change Summary
Previous Current
17-Oct-2013 18-Oct-2013 Change Change % Previous Week
Open 102.13 100.72 -1.41 -1.4% 101.37
High 102.32 101.71 -0.61 -0.6% 102.97
Low 100.03 100.51 0.48 0.5% 100.03
Close 100.67 100.81 0.14 0.1% 100.81
Range 2.29 1.20 -1.09 -47.6% 2.94
ATR 1.94 1.89 -0.05 -2.7% 0.00
Volume 266,625 116,680 -149,945 -56.2% 1,029,433
Daily Pivots for day following 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 104.61 103.91 101.47
R3 103.41 102.71 101.14
R2 102.21 102.21 101.03
R1 101.51 101.51 100.92 101.86
PP 101.01 101.01 101.01 101.19
S1 100.31 100.31 100.70 100.66
S2 99.81 99.81 100.59
S3 98.61 99.11 100.48
S4 97.41 97.91 100.15
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 110.09 108.39 102.43
R3 107.15 105.45 101.62
R2 104.21 104.21 101.35
R1 102.51 102.51 101.08 101.89
PP 101.27 101.27 101.27 100.96
S1 99.57 99.57 100.54 98.95
S2 98.33 98.33 100.27
S3 95.39 96.63 100.00
S4 92.45 93.69 99.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.97 100.03 2.94 2.9% 1.76 1.7% 27% False False 205,886
10 104.08 100.03 4.05 4.0% 1.93 1.9% 19% False False 237,085
20 105.12 100.03 5.09 5.0% 1.78 1.8% 15% False False 232,387
40 111.34 100.03 11.31 11.2% 1.98 2.0% 7% False False 175,781
60 111.34 100.03 11.31 11.2% 1.87 1.9% 7% False False 135,327
80 111.34 94.14 17.20 17.1% 1.82 1.8% 39% False False 111,148
100 111.34 91.22 20.12 20.0% 1.79 1.8% 48% False False 93,569
120 111.34 89.26 22.08 21.9% 1.79 1.8% 52% False False 79,828
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 106.81
2.618 104.85
1.618 103.65
1.000 102.91
0.618 102.45
HIGH 101.71
0.618 101.25
0.500 101.11
0.382 100.97
LOW 100.51
0.618 99.77
1.000 99.31
1.618 98.57
2.618 97.37
4.250 95.41
Fisher Pivots for day following 18-Oct-2013
Pivot 1 day 3 day
R1 101.11 101.50
PP 101.01 101.27
S1 100.91 101.04

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

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