NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 98.12 97.10 -1.02 -1.0% 101.51
High 98.29 97.69 -0.60 -0.6% 103.15
Low 96.16 95.95 -0.21 -0.2% 100.21
Close 96.86 97.11 0.25 0.3% 101.11
Range 2.13 1.74 -0.39 -18.3% 2.94
ATR 1.87 1.86 -0.01 -0.5% 0.00
Volume 356,194 248,742 -107,452 -30.2% 890,222
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 102.14 101.36 98.07
R3 100.40 99.62 97.59
R2 98.66 98.66 97.43
R1 97.88 97.88 97.27 98.27
PP 96.92 96.92 96.92 97.11
S1 96.14 96.14 96.95 96.53
S2 95.18 95.18 96.79
S3 93.44 94.40 96.63
S4 91.70 92.66 96.15
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
5 101.98 95.95 6.03 6.2% 1.82 1.9% 19% False True 289,780
10 103.15 95.95 7.20 7.4% 1.88 1.9% 16% False True 233,159
20 103.96 95.95 8.01 8.2% 1.83 1.9% 14% False True 181,283
40 108.12 95.95 12.17 12.5% 1.86 1.9% 10% False True 134,832
60 109.70 95.95 13.75 14.2% 1.82 1.9% 8% False True 112,998
80 109.70 95.95 13.75 14.2% 1.76 1.8% 8% False True 105,886
100 109.70 91.05 18.65 19.2% 1.75 1.8% 32% False False 99,334
120 109.70 90.69 19.01 19.6% 1.76 1.8% 34% False False 92,033
Crabel Price Patterns
NR True
NR4 True
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 0.29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.09
2.618 102.25
1.618 100.51
1.000 99.43
0.618 98.77
HIGH 97.69
0.618 97.03
0.500 96.82
0.382 96.61
LOW 95.95
0.618 94.87
1.000 94.21
1.618 93.13
2.618 91.39
4.250 88.56
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 97.01 98.13
PP 96.92 97.79
S1 96.82 97.45

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

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