NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 100.32 101.60 1.28 1.3% 101.47
High 102.24 101.67 -0.57 -0.6% 102.52
Low 100.08 100.04 -0.04 0.0% 99.93
Close 101.91 101.45 -0.46 -0.5% 101.45
Range 2.16 1.63 -0.53 -24.5% 2.59
ATR 1.57 1.59 0.02 1.4% 0.00
Volume 27,890 38,010 10,120 36.3% 154,860
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.94 105.33 102.35
R3 104.31 103.70 101.90
R2 102.68 102.68 101.75
R1 102.07 102.07 101.60 101.56
PP 101.05 101.05 101.05 100.80
S1 100.44 100.44 101.30 99.93
S2 99.42 99.42 101.15
S3 97.79 98.81 101.00
S4 96.16 97.18 100.55
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 109.07 107.85 102.87
R3 106.48 105.26 102.16
R2 103.89 103.89 101.92
R1 102.67 102.67 101.69 101.99
PP 101.30 101.30 101.30 100.96
S1 100.08 100.08 101.21 99.40
S2 98.71 98.71 100.98
S3 96.12 97.49 100.74
S4 93.53 94.90 100.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.52 99.93 2.59 2.6% 1.78 1.8% 59% False False 30,972
10 102.52 98.96 3.56 3.5% 1.60 1.6% 70% False False 26,785
20 103.73 98.96 4.77 4.7% 1.58 1.6% 52% False False 21,397
40 106.22 98.96 7.26 7.2% 1.54 1.5% 34% False False 16,567
60 106.22 97.46 8.76 8.6% 1.44 1.4% 46% False False 13,926
80 106.22 90.05 16.17 15.9% 1.37 1.4% 71% False False 12,680
100 106.22 90.05 16.17 15.9% 1.35 1.3% 71% False False 10,691
Crabel Price Patterns
NR True
NR4 False
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 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.60
2.618 105.94
1.618 104.31
1.000 103.30
0.618 102.68
HIGH 101.67
0.618 101.05
0.500 100.86
0.382 100.66
LOW 100.04
0.618 99.03
1.000 98.41
1.618 97.40
2.618 95.77
4.250 93.11
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 101.25 101.33
PP 101.05 101.21
S1 100.86 101.09

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

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