NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 100.83 100.89 0.06 0.1% 100.97
High 101.77 101.09 -0.68 -0.7% 102.99
Low 100.53 99.44 -1.09 -1.1% 100.07
Close 100.99 99.76 -1.23 -1.2% 100.99
Range 1.24 1.65 0.41 33.1% 2.92
ATR 1.72 1.72 -0.01 -0.3% 0.00
Volume 94,313 55,448 -38,865 -41.2% 377,372
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.05 104.05 100.67
R3 103.40 102.40 100.21
R2 101.75 101.75 100.06
R1 100.75 100.75 99.91 100.43
PP 100.10 100.10 100.10 99.93
S1 99.10 99.10 99.61 98.78
S2 98.45 98.45 99.46
S3 96.80 97.45 99.31
S4 95.15 95.80 98.85
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 110.11 108.47 102.60
R3 107.19 105.55 101.79
R2 104.27 104.27 101.53
R1 102.63 102.63 101.26 103.45
PP 101.35 101.35 101.35 101.76
S1 99.71 99.71 100.72 100.53
S2 98.43 98.43 100.45
S3 95.51 96.79 100.19
S4 92.59 93.87 99.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.99 99.44 3.55 3.6% 1.75 1.8% 9% False True 68,333
10 103.34 99.44 3.90 3.9% 1.80 1.8% 8% False True 69,965
20 103.34 99.44 3.90 3.9% 1.64 1.6% 8% False True 55,849
40 107.94 99.44 8.50 8.5% 1.76 1.8% 4% False True 39,844
60 107.94 98.55 9.39 9.4% 1.64 1.6% 13% False False 33,311
80 107.94 93.38 14.56 14.6% 1.55 1.6% 44% False False 30,194
100 107.94 90.35 17.59 17.6% 1.53 1.5% 53% False False 26,017
120 107.94 89.23 18.71 18.8% 1.53 1.5% 56% False False 22,607
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.10
2.618 105.41
1.618 103.76
1.000 102.74
0.618 102.11
HIGH 101.09
0.618 100.46
0.500 100.27
0.382 100.07
LOW 99.44
0.618 98.42
1.000 97.79
1.618 96.77
2.618 95.12
4.250 92.43
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 100.27 100.88
PP 100.10 100.51
S1 99.93 100.13

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

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