NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 08-Oct-2013
Day Change Summary
Previous Current
07-Oct-2013 08-Oct-2013 Change Change % Previous Week
Open 102.48 102.45 -0.03 0.0% 101.10
High 102.82 103.34 0.52 0.5% 103.10
Low 101.05 102.17 1.12 1.1% 99.90
Close 102.33 102.80 0.47 0.5% 102.82
Range 1.77 1.17 -0.60 -33.9% 3.20
ATR 1.63 1.60 -0.03 -2.0% 0.00
Volume 33,431 75,141 41,710 124.8% 238,936
Daily Pivots for day following 08-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.28 105.71 103.44
R3 105.11 104.54 103.12
R2 103.94 103.94 103.01
R1 103.37 103.37 102.91 103.66
PP 102.77 102.77 102.77 102.91
S1 102.20 102.20 102.69 102.49
S2 101.60 101.60 102.59
S3 100.43 101.03 102.48
S4 99.26 99.86 102.16
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 111.54 110.38 104.58
R3 108.34 107.18 103.70
R2 105.14 105.14 103.41
R1 103.98 103.98 103.11 104.56
PP 101.94 101.94 101.94 102.23
S1 100.78 100.78 102.53 101.36
S2 98.74 98.74 102.23
S3 95.54 97.58 101.94
S4 92.34 94.38 101.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.34 100.37 2.97 2.9% 1.56 1.5% 82% True False 56,980
10 103.34 99.90 3.44 3.3% 1.47 1.4% 84% True False 45,843
20 105.15 99.90 5.25 5.1% 1.56 1.5% 55% False False 37,320
40 107.94 99.90 8.04 7.8% 1.61 1.6% 36% False False 29,303
60 107.94 98.55 9.39 9.1% 1.56 1.5% 45% False False 25,261
80 107.94 90.40 17.54 17.1% 1.53 1.5% 71% False False 23,664
100 107.94 90.35 17.59 17.1% 1.50 1.5% 71% False False 20,174
120 107.94 87.01 20.93 20.4% 1.51 1.5% 75% False False 17,706
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.31
2.618 106.40
1.618 105.23
1.000 104.51
0.618 104.06
HIGH 103.34
0.618 102.89
0.500 102.76
0.382 102.62
LOW 102.17
0.618 101.45
1.000 101.00
1.618 100.28
2.618 99.11
4.250 97.20
Fisher Pivots for day following 08-Oct-2013
Pivot 1 day 3 day
R1 102.79 102.60
PP 102.77 102.40
S1 102.76 102.20

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

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