NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 01-Oct-2013
Day Change Summary
Previous Current
30-Sep-2013 01-Oct-2013 Change Change % Previous Week
Open 98.70 99.12 0.42 0.4% 100.05
High 99.44 99.28 -0.16 -0.2% 100.34
Low 97.97 98.08 0.11 0.1% 98.50
Close 99.13 99.06 -0.07 -0.1% 99.37
Range 1.47 1.20 -0.27 -18.4% 1.84
ATR 1.43 1.41 -0.02 -1.1% 0.00
Volume 16,464 15,260 -1,204 -7.3% 106,002
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 102.41 101.93 99.72
R3 101.21 100.73 99.39
R2 100.01 100.01 99.28
R1 99.53 99.53 99.17 99.17
PP 98.81 98.81 98.81 98.63
S1 98.33 98.33 98.95 97.97
S2 97.61 97.61 98.84
S3 96.41 97.13 98.73
S4 95.21 95.93 98.40
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 104.92 103.99 100.38
R3 103.08 102.15 99.88
R2 101.24 101.24 99.71
R1 100.31 100.31 99.54 99.86
PP 99.40 99.40 99.40 99.18
S1 98.47 98.47 99.20 98.02
S2 97.56 97.56 99.03
S3 95.72 96.63 98.86
S4 93.88 94.79 98.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.14 97.97 2.17 2.2% 1.22 1.2% 50% False False 19,137
10 102.29 97.97 4.32 4.4% 1.45 1.5% 25% False False 19,992
20 103.14 97.97 5.17 5.2% 1.36 1.4% 21% False False 17,919
40 104.37 96.50 7.87 7.9% 1.35 1.4% 33% False False 15,359
60 104.37 95.55 8.82 8.9% 1.29 1.3% 40% False False 14,797
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.38
2.618 102.42
1.618 101.22
1.000 100.48
0.618 100.02
HIGH 99.28
0.618 98.82
0.500 98.68
0.382 98.54
LOW 98.08
0.618 97.34
1.000 96.88
1.618 96.14
2.618 94.94
4.250 92.98
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 98.93 99.06
PP 98.81 99.06
S1 98.68 99.06

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

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