NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 97.22 97.95 0.73 0.8% 100.89
High 98.15 98.96 0.81 0.8% 101.09
Low 97.12 97.55 0.43 0.4% 96.14
Close 97.95 98.86 0.91 0.9% 97.95
Range 1.03 1.41 0.38 36.9% 4.95
ATR 1.71 1.69 -0.02 -1.3% 0.00
Volume 73,304 45,285 -28,019 -38.2% 414,354
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 102.69 102.18 99.64
R3 101.28 100.77 99.25
R2 99.87 99.87 99.12
R1 99.36 99.36 98.99 99.62
PP 98.46 98.46 98.46 98.58
S1 97.95 97.95 98.73 98.21
S2 97.05 97.05 98.60
S3 95.64 96.54 98.47
S4 94.23 95.13 98.08
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 113.24 110.55 100.67
R3 108.29 105.60 99.31
R2 103.34 103.34 98.86
R1 100.65 100.65 98.40 99.52
PP 98.39 98.39 98.39 97.83
S1 95.70 95.70 97.50 94.57
S2 93.44 93.44 97.04
S3 88.49 90.75 96.59
S4 83.54 85.80 95.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.36 96.14 4.22 4.3% 1.66 1.7% 64% False False 80,838
10 102.99 96.14 6.85 6.9% 1.71 1.7% 40% False False 74,585
20 103.34 96.14 7.20 7.3% 1.71 1.7% 38% False False 67,165
40 106.38 96.14 10.24 10.4% 1.70 1.7% 27% False False 47,301
60 107.94 96.14 11.80 11.9% 1.66 1.7% 23% False False 38,646
80 107.94 96.14 11.80 11.9% 1.57 1.6% 23% False False 33,954
100 107.94 90.40 17.54 17.7% 1.55 1.6% 48% False False 29,732
120 107.94 90.35 17.59 17.8% 1.53 1.5% 48% False False 25,685
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.95
2.618 102.65
1.618 101.24
1.000 100.37
0.618 99.83
HIGH 98.96
0.618 98.42
0.500 98.26
0.382 98.09
LOW 97.55
0.618 96.68
1.000 96.14
1.618 95.27
2.618 93.86
4.250 91.56
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 98.66 98.42
PP 98.46 97.99
S1 98.26 97.55

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

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