NYMEX Light Sweet Crude Oil Future January 2014


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 100.46 102.46 2.00 2.0% 102.52
High 102.81 103.10 0.29 0.3% 102.79
Low 100.37 101.85 1.48 1.5% 100.61
Close 102.77 102.25 -0.52 -0.5% 101.50
Range 2.44 1.25 -1.19 -48.8% 2.18
ATR 1.69 1.65 -0.03 -1.8% 0.00
Volume 32,181 86,353 54,172 168.3% 188,956
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.15 105.45 102.94
R3 104.90 104.20 102.59
R2 103.65 103.65 102.48
R1 102.95 102.95 102.36 102.68
PP 102.40 102.40 102.40 102.26
S1 101.70 101.70 102.14 101.43
S2 101.15 101.15 102.02
S3 99.90 100.45 101.91
S4 98.65 99.20 101.56
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 108.17 107.02 102.70
R3 105.99 104.84 102.10
R2 103.81 103.81 101.90
R1 102.66 102.66 101.70 102.15
PP 101.63 101.63 101.63 101.38
S1 100.48 100.48 101.30 99.97
S2 99.45 99.45 101.10
S3 97.27 98.30 100.90
S4 95.09 96.12 100.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.10 99.90 3.20 3.1% 1.58 1.5% 73% True False 40,936
10 103.48 99.90 3.58 3.5% 1.48 1.4% 66% False False 39,862
20 106.38 99.90 6.48 6.3% 1.62 1.6% 36% False False 31,879
40 107.94 98.55 9.39 9.2% 1.65 1.6% 39% False False 26,995
60 107.94 98.36 9.58 9.4% 1.55 1.5% 41% False False 24,239
80 107.94 90.40 17.54 17.2% 1.53 1.5% 68% False False 21,874
100 107.94 90.35 17.59 17.2% 1.51 1.5% 68% False False 18,645
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.40
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 108.41
2.618 106.37
1.618 105.12
1.000 104.35
0.618 103.87
HIGH 103.10
0.618 102.62
0.500 102.48
0.382 102.33
LOW 101.85
0.618 101.08
1.000 100.60
1.618 99.83
2.618 98.58
4.250 96.54
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 102.48 102.02
PP 102.40 101.79
S1 102.33 101.56

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

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