NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 99.57 101.25 1.68 1.7% 101.18
High 101.72 102.03 0.31 0.3% 101.57
Low 99.51 100.89 1.38 1.4% 99.53
Close 101.70 101.25 -0.45 -0.4% 100.46
Range 2.21 1.14 -1.07 -48.4% 2.04
ATR 1.55 1.52 -0.03 -1.9% 0.00
Volume 19,703 37,937 18,234 92.5% 88,530
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 104.81 104.17 101.88
R3 103.67 103.03 101.56
R2 102.53 102.53 101.46
R1 101.89 101.89 101.35 101.82
PP 101.39 101.39 101.39 101.36
S1 100.75 100.75 101.15 100.68
S2 100.25 100.25 101.04
S3 99.11 99.61 100.94
S4 97.97 98.47 100.62
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
5 102.03 98.96 3.07 3.0% 1.45 1.4% 75% True False 19,813
10 102.15 98.96 3.19 3.2% 1.36 1.3% 72% False False 18,838
20 104.67 98.96 5.71 5.6% 1.52 1.5% 40% False False 16,606
40 106.22 97.46 8.76 8.7% 1.49 1.5% 43% False False 13,422
60 106.22 97.05 9.17 9.1% 1.38 1.4% 46% False False 12,149
80 106.22 90.05 16.17 16.0% 1.33 1.3% 69% False False 10,643
Crabel Price Patterns
NR True
NR4 True
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 0.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.88
2.618 105.01
1.618 103.87
1.000 103.17
0.618 102.73
HIGH 102.03
0.618 101.59
0.500 101.46
0.382 101.33
LOW 100.89
0.618 100.19
1.000 99.75
1.618 99.05
2.618 97.91
4.250 96.05
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 101.46 101.02
PP 101.39 100.78
S1 101.32 100.55

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

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