NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 100.83 102.35 1.52 1.5% 102.48
High 102.91 102.40 -0.51 -0.5% 103.34
Low 100.63 100.46 -0.17 -0.2% 100.46
Close 102.49 101.85 -0.64 -0.6% 101.85
Range 2.28 1.94 -0.34 -14.9% 2.88
ATR 1.70 1.72 0.02 1.4% 0.00
Volume 65,675 72,534 6,859 10.4% 300,262
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 107.39 106.56 102.92
R3 105.45 104.62 102.38
R2 103.51 103.51 102.21
R1 102.68 102.68 102.03 102.13
PP 101.57 101.57 101.57 101.29
S1 100.74 100.74 101.67 100.19
S2 99.63 99.63 101.49
S3 97.69 98.80 101.32
S4 95.75 96.86 100.78
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 110.52 109.07 103.43
R3 107.64 106.19 102.64
R2 104.76 104.76 102.38
R1 103.31 103.31 102.11 102.60
PP 101.88 101.88 101.88 101.53
S1 100.43 100.43 101.59 99.72
S2 99.00 99.00 101.32
S3 96.12 97.55 101.06
S4 93.24 94.67 100.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.34 100.46 2.88 2.8% 1.92 1.9% 48% False True 60,052
10 103.34 99.90 3.44 3.4% 1.74 1.7% 57% False False 53,919
20 105.15 99.90 5.25 5.2% 1.70 1.7% 37% False False 43,174
40 107.94 99.90 8.04 7.9% 1.70 1.7% 24% False False 32,583
60 107.94 98.55 9.39 9.2% 1.62 1.6% 35% False False 27,849
80 107.94 90.40 17.54 17.2% 1.58 1.6% 65% False False 25,788
100 107.94 90.35 17.59 17.3% 1.53 1.5% 65% False False 21,948
120 107.94 88.45 19.49 19.1% 1.54 1.5% 69% False False 19,231
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 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.65
2.618 107.48
1.618 105.54
1.000 104.34
0.618 103.60
HIGH 102.40
0.618 101.66
0.500 101.43
0.382 101.20
LOW 100.46
0.618 99.26
1.000 98.52
1.618 97.32
2.618 95.38
4.250 92.22
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 101.71 101.81
PP 101.57 101.77
S1 101.43 101.74

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

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