NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 101.24 103.38 2.14 2.1% 103.83
High 103.75 103.96 0.21 0.2% 104.07
Low 101.08 102.55 1.47 1.5% 101.57
Close 103.64 102.97 -0.67 -0.6% 102.34
Range 2.67 1.41 -1.26 -47.2% 2.50
ATR 1.83 1.80 -0.03 -1.6% 0.00
Volume 96,915 190,785 93,870 96.9% 552,278
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 107.39 106.59 103.75
R3 105.98 105.18 103.36
R2 104.57 104.57 103.23
R1 103.77 103.77 103.10 103.47
PP 103.16 103.16 103.16 103.01
S1 102.36 102.36 102.84 102.06
S2 101.75 101.75 102.71
S3 100.34 100.95 102.58
S4 98.93 99.54 102.19
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 110.16 108.75 103.72
R3 107.66 106.25 103.03
R2 105.16 105.16 102.80
R1 103.75 103.75 102.57 103.21
PP 102.66 102.66 102.66 102.39
S1 101.25 101.25 102.11 100.71
S2 100.16 100.16 101.88
S3 97.66 98.75 101.65
S4 95.16 96.25 100.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.96 100.64 3.32 3.2% 1.70 1.6% 70% True False 115,383
10 104.85 100.64 4.21 4.1% 1.59 1.5% 55% False False 114,032
20 108.12 100.64 7.48 7.3% 1.76 1.7% 31% False False 97,671
40 109.70 99.65 10.05 9.8% 1.81 1.8% 33% False False 85,460
60 109.70 99.65 10.05 9.8% 1.74 1.7% 33% False False 81,120
80 109.70 91.05 18.65 18.1% 1.74 1.7% 64% False False 81,030
100 109.70 90.69 19.01 18.5% 1.75 1.7% 65% False False 76,954
120 109.70 85.52 24.18 23.5% 1.79 1.7% 72% False False 74,257
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 True
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.95
2.618 107.65
1.618 106.24
1.000 105.37
0.618 104.83
HIGH 103.96
0.618 103.42
0.500 103.26
0.382 103.09
LOW 102.55
0.618 101.68
1.000 101.14
1.618 100.27
2.618 98.86
4.250 96.56
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 103.26 102.76
PP 103.16 102.55
S1 103.07 102.35

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

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