NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 100.79 101.65 0.86 0.9% 101.47
High 101.95 101.85 -0.10 -0.1% 102.52
Low 100.60 100.59 -0.01 0.0% 99.93
Close 101.78 100.86 -0.92 -0.9% 101.45
Range 1.35 1.26 -0.09 -6.7% 2.59
ATR 1.57 1.55 -0.02 -1.4% 0.00
Volume 58,487 26,506 -31,981 -54.7% 154,860
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 104.88 104.13 101.55
R3 103.62 102.87 101.21
R2 102.36 102.36 101.09
R1 101.61 101.61 100.98 101.36
PP 101.10 101.10 101.10 100.97
S1 100.35 100.35 100.74 100.10
S2 99.84 99.84 100.63
S3 98.58 99.09 100.51
S4 97.32 97.83 100.17
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
5 102.24 99.93 2.31 2.3% 1.73 1.7% 40% False False 35,838
10 102.52 99.51 3.01 3.0% 1.58 1.6% 45% False False 32,389
20 103.73 98.96 4.77 4.7% 1.56 1.5% 40% False False 24,172
40 106.22 98.96 7.26 7.2% 1.56 1.5% 26% False False 18,319
60 106.22 97.46 8.76 8.7% 1.44 1.4% 39% False False 15,007
80 106.22 90.05 16.17 16.0% 1.34 1.3% 67% False False 13,656
100 106.22 90.05 16.17 16.0% 1.34 1.3% 67% False False 11,501
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.18
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 107.21
2.618 105.15
1.618 103.89
1.000 103.11
0.618 102.63
HIGH 101.85
0.618 101.37
0.500 101.22
0.382 101.07
LOW 100.59
0.618 99.81
1.000 99.33
1.618 98.55
2.618 97.29
4.250 95.24
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 101.22 101.00
PP 101.10 100.95
S1 100.98 100.91

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

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