NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 100.97 102.07 1.10 1.1% 102.48
High 102.44 102.32 -0.12 -0.1% 103.34
Low 100.97 100.90 -0.07 -0.1% 100.46
Close 102.23 101.24 -0.99 -1.0% 101.85
Range 1.47 1.42 -0.05 -3.4% 2.88
ATR 1.71 1.69 -0.02 -1.2% 0.00
Volume 91,152 49,826 -41,326 -45.3% 300,262
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.75 104.91 102.02
R3 104.33 103.49 101.63
R2 102.91 102.91 101.50
R1 102.07 102.07 101.37 101.78
PP 101.49 101.49 101.49 101.34
S1 100.65 100.65 101.11 100.36
S2 100.07 100.07 100.98
S3 98.65 99.23 100.85
S4 97.23 97.81 100.46
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
5 103.01 100.46 2.55 2.5% 1.91 1.9% 31% False False 66,533
10 103.34 100.37 2.97 2.9% 1.73 1.7% 29% False False 61,756
20 105.15 99.90 5.25 5.2% 1.69 1.7% 26% False False 47,992
40 107.94 99.90 8.04 7.9% 1.72 1.7% 17% False False 35,117
60 107.94 98.55 9.39 9.3% 1.61 1.6% 29% False False 29,562
80 107.94 90.40 17.54 17.3% 1.55 1.5% 62% False False 27,255
100 107.94 90.35 17.59 17.4% 1.53 1.5% 62% False False 23,275
120 107.94 88.45 19.49 19.3% 1.53 1.5% 66% False False 20,352
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 True
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 108.36
2.618 106.04
1.618 104.62
1.000 103.74
0.618 103.20
HIGH 102.32
0.618 101.78
0.500 101.61
0.382 101.44
LOW 100.90
0.618 100.02
1.000 99.48
1.618 98.60
2.618 97.18
4.250 94.87
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 101.61 101.45
PP 101.49 101.38
S1 101.36 101.31

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

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