NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 17-Oct-2013
Day Change Summary
Previous Current
16-Oct-2013 17-Oct-2013 Change Change % Previous Week
Open 101.07 102.37 1.30 1.3% 103.15
High 103.15 102.52 -0.63 -0.6% 103.88
Low 100.95 100.21 -0.74 -0.7% 100.61
Close 102.49 100.87 -1.62 -1.6% 102.06
Range 2.20 2.31 0.11 5.0% 3.27
ATR 1.84 1.87 0.03 1.8% 0.00
Volume 186,566 263,192 76,626 41.1% 776,671
Daily Pivots for day following 17-Oct-2013
Classic Woodie Camarilla DeMark
R4 108.13 106.81 102.14
R3 105.82 104.50 101.51
R2 103.51 103.51 101.29
R1 102.19 102.19 101.08 101.70
PP 101.20 101.20 101.20 100.95
S1 99.88 99.88 100.66 99.39
S2 98.89 98.89 100.45
S3 96.58 97.57 100.23
S4 94.27 95.26 99.60
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 111.99 110.30 103.86
R3 108.72 107.03 102.96
R2 105.45 105.45 102.66
R1 103.76 103.76 102.36 102.97
PP 102.18 102.18 102.18 101.79
S1 100.49 100.49 101.76 99.70
S2 98.91 98.91 101.46
S3 95.64 97.22 101.16
S4 92.37 93.95 100.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.15 100.21 2.94 2.9% 1.94 1.9% 22% False True 176,538
10 103.88 100.21 3.67 3.6% 1.89 1.9% 18% False True 159,985
20 104.85 100.21 4.64 4.6% 1.74 1.7% 14% False True 137,009
40 109.70 100.21 9.49 9.4% 1.90 1.9% 7% False True 108,232
60 109.70 99.65 10.05 10.0% 1.79 1.8% 12% False False 93,755
80 109.70 92.00 17.70 17.5% 1.74 1.7% 50% False False 92,513
100 109.70 90.69 19.01 18.8% 1.76 1.7% 54% False False 87,745
120 109.70 88.78 20.92 20.7% 1.78 1.8% 58% False False 82,676
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 112.34
2.618 108.57
1.618 106.26
1.000 104.83
0.618 103.95
HIGH 102.52
0.618 101.64
0.500 101.37
0.382 101.09
LOW 100.21
0.618 98.78
1.000 97.90
1.618 96.47
2.618 94.16
4.250 90.39
Fisher Pivots for day following 17-Oct-2013
Pivot 1 day 3 day
R1 101.37 101.68
PP 101.20 101.41
S1 101.04 101.14

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

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