NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 99.47 98.12 -1.35 -1.4% 101.51
High 100.30 98.29 -2.01 -2.0% 103.15
Low 98.11 96.16 -1.95 -2.0% 100.21
Close 98.30 96.86 -1.44 -1.5% 101.11
Range 2.19 2.13 -0.06 -2.7% 2.94
ATR 1.85 1.87 0.02 1.1% 0.00
Volume 347,314 356,194 8,880 2.6% 890,222
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 103.49 102.31 98.03
R3 101.36 100.18 97.45
R2 99.23 99.23 97.25
R1 98.05 98.05 97.06 97.58
PP 97.10 97.10 97.10 96.87
S1 95.92 95.92 96.66 95.45
S2 94.97 94.97 96.47
S3 92.84 93.79 96.27
S4 90.71 91.66 95.69
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 110.31 108.65 102.73
R3 107.37 105.71 101.92
R2 104.43 104.43 101.65
R1 102.77 102.77 101.38 102.13
PP 101.49 101.49 101.49 101.17
S1 99.83 99.83 100.84 99.19
S2 98.55 98.55 100.57
S3 95.61 96.89 100.30
S4 92.67 93.95 99.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.52 96.16 6.36 6.6% 1.94 2.0% 11% False True 292,670
10 103.36 96.16 7.20 7.4% 1.95 2.0% 10% False True 227,369
20 103.96 96.16 7.80 8.1% 1.79 1.9% 9% False True 174,455
40 109.70 96.16 13.54 14.0% 1.89 1.9% 5% False True 131,469
60 109.70 96.16 13.54 14.0% 1.83 1.9% 5% False True 110,050
80 109.70 95.20 14.50 15.0% 1.75 1.8% 11% False False 103,961
100 109.70 91.05 18.65 19.3% 1.75 1.8% 31% False False 97,561
120 109.70 90.69 19.01 19.6% 1.76 1.8% 32% False False 90,594
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 False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.34
2.618 103.87
1.618 101.74
1.000 100.42
0.618 99.61
HIGH 98.29
0.618 97.48
0.500 97.23
0.382 96.97
LOW 96.16
0.618 94.84
1.000 94.03
1.618 92.71
2.618 90.58
4.250 87.11
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 97.23 98.70
PP 97.10 98.08
S1 96.98 97.47

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

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