NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 100.63 99.06 -1.57 -1.6% 101.37
High 100.95 99.77 -1.18 -1.2% 102.97
Low 98.98 97.50 -1.48 -1.5% 100.03
Close 99.22 97.80 -1.42 -1.4% 100.81
Range 1.97 2.27 0.30 15.2% 2.94
ATR 1.89 1.92 0.03 1.4% 0.00
Volume 90,824 25,265 -65,559 -72.2% 1,029,433
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.17 103.75 99.05
R3 102.90 101.48 98.42
R2 100.63 100.63 98.22
R1 99.21 99.21 98.01 98.79
PP 98.36 98.36 98.36 98.14
S1 96.94 96.94 97.59 96.52
S2 96.09 96.09 97.38
S3 93.82 94.67 97.18
S4 91.55 92.40 96.55
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 97.50 5.47 5.6% 1.99 2.0% 5% False True 146,926
10 103.75 97.50 6.25 6.4% 2.04 2.1% 5% False True 202,372
20 104.38 97.50 6.88 7.0% 1.83 1.9% 4% False True 214,045
40 111.34 97.50 13.84 14.2% 1.99 2.0% 2% False True 175,136
60 111.34 97.50 13.84 14.2% 1.90 1.9% 2% False True 135,971
80 111.34 94.67 16.67 17.0% 1.84 1.9% 19% False False 112,095
100 111.34 91.22 20.12 20.6% 1.80 1.8% 33% False False 94,391
120 111.34 91.22 20.12 20.6% 1.78 1.8% 33% False False 80,592
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 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109.42
2.618 105.71
1.618 103.44
1.000 102.04
0.618 101.17
HIGH 99.77
0.618 98.90
0.500 98.64
0.382 98.37
LOW 97.50
0.618 96.10
1.000 95.23
1.618 93.83
2.618 91.56
4.250 87.85
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 98.64 99.61
PP 98.36 99.00
S1 98.08 98.40

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

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