NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 02-Oct-2013
Day Change Summary
Previous Current
01-Oct-2013 02-Oct-2013 Change Change % Previous Week
Open 100.09 99.57 -0.52 -0.5% 101.18
High 100.30 101.72 1.42 1.4% 101.57
Low 99.06 99.51 0.45 0.5% 99.53
Close 100.03 101.70 1.67 1.7% 100.46
Range 1.24 2.21 0.97 78.2% 2.04
ATR 1.50 1.55 0.05 3.4% 0.00
Volume 13,424 19,703 6,279 46.8% 88,530
Daily Pivots for day following 02-Oct-2013
Classic Woodie Camarilla DeMark
R4 107.61 106.86 102.92
R3 105.40 104.65 102.31
R2 103.19 103.19 102.11
R1 102.44 102.44 101.90 102.82
PP 100.98 100.98 100.98 101.16
S1 100.23 100.23 101.50 100.61
S2 98.77 98.77 101.29
S3 96.56 98.02 101.09
S4 94.35 95.81 100.48
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 106.64 105.59 101.58
R3 104.60 103.55 101.02
R2 102.56 102.56 100.83
R1 101.51 101.51 100.65 101.02
PP 100.52 100.52 100.52 100.27
S1 99.47 99.47 100.27 98.98
S2 98.48 98.48 100.09
S3 96.44 97.43 99.90
S4 94.40 95.39 99.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.72 98.96 2.76 2.7% 1.41 1.4% 99% True False 16,654
10 103.73 98.96 4.77 4.7% 1.46 1.4% 57% False False 16,453
20 104.67 98.96 5.71 5.6% 1.51 1.5% 48% False False 15,279
40 106.22 97.46 8.76 8.6% 1.48 1.5% 48% False False 12,613
60 106.22 96.87 9.35 9.2% 1.37 1.3% 52% False False 11,724
80 106.22 90.05 16.17 15.9% 1.33 1.3% 72% False False 10,198
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 111.11
2.618 107.51
1.618 105.30
1.000 103.93
0.618 103.09
HIGH 101.72
0.618 100.88
0.500 100.62
0.382 100.35
LOW 99.51
0.618 98.14
1.000 97.30
1.618 95.93
2.618 93.72
4.250 90.12
Fisher Pivots for day following 02-Oct-2013
Pivot 1 day 3 day
R1 101.34 101.25
PP 100.98 100.79
S1 100.62 100.34

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

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