NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 100.72 100.63 -0.09 -0.1% 101.37
High 101.71 100.95 -0.76 -0.7% 102.97
Low 100.51 98.98 -1.53 -1.5% 100.03
Close 100.81 99.22 -1.59 -1.6% 100.81
Range 1.20 1.97 0.77 64.2% 2.94
ATR 1.89 1.89 0.01 0.3% 0.00
Volume 116,680 90,824 -25,856 -22.2% 1,029,433
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.63 104.39 100.30
R3 103.66 102.42 99.76
R2 101.69 101.69 99.58
R1 100.45 100.45 99.40 100.09
PP 99.72 99.72 99.72 99.53
S1 98.48 98.48 99.04 98.12
S2 97.75 97.75 98.86
S3 95.78 96.51 98.68
S4 93.81 94.54 98.14
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 98.98 3.99 4.0% 1.85 1.9% 6% False True 189,916
10 104.08 98.98 5.10 5.1% 1.94 2.0% 5% False True 219,265
20 104.38 98.98 5.40 5.4% 1.78 1.8% 4% False True 225,759
40 111.34 98.98 12.36 12.5% 1.97 2.0% 2% False True 176,467
60 111.34 98.98 12.36 12.5% 1.88 1.9% 2% False True 136,072
80 111.34 94.67 16.67 16.8% 1.82 1.8% 27% False False 112,013
100 111.34 91.22 20.12 20.3% 1.79 1.8% 40% False False 94,293
120 111.34 90.19 21.15 21.3% 1.78 1.8% 43% False False 80,503
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.32
2.618 106.11
1.618 104.14
1.000 102.92
0.618 102.17
HIGH 100.95
0.618 100.20
0.500 99.97
0.382 99.73
LOW 98.98
0.618 97.76
1.000 97.01
1.618 95.79
2.618 93.82
4.250 90.61
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 99.97 100.65
PP 99.72 100.17
S1 99.47 99.70

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

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