NYMEX Light Sweet Crude Oil Future March 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 98.65 100.14 1.49 1.5% 100.05
High 100.64 100.96 0.32 0.3% 100.34
Low 98.59 99.78 1.19 1.2% 98.50
Close 100.63 100.19 -0.44 -0.4% 99.37
Range 2.05 1.18 -0.87 -42.4% 1.84
ATR 1.46 1.44 -0.02 -1.4% 0.00
Volume 21,296 34,840 13,544 63.6% 106,002
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 103.85 103.20 100.84
R3 102.67 102.02 100.51
R2 101.49 101.49 100.41
R1 100.84 100.84 100.30 101.17
PP 100.31 100.31 100.31 100.47
S1 99.66 99.66 100.08 99.99
S2 99.13 99.13 99.97
S3 97.95 98.48 99.87
S4 96.77 97.30 99.54
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
5 100.96 97.97 2.99 3.0% 1.40 1.4% 74% True False 20,739
10 100.96 97.97 2.99 3.0% 1.28 1.3% 74% True False 21,174
20 103.14 97.97 5.17 5.2% 1.42 1.4% 43% False False 19,382
40 104.37 96.50 7.87 7.9% 1.38 1.4% 47% False False 16,367
60 104.37 96.03 8.34 8.3% 1.31 1.3% 50% False False 15,176
80 104.37 89.48 14.89 14.9% 1.28 1.3% 72% False False 14,236
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 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.98
2.618 104.05
1.618 102.87
1.000 102.14
0.618 101.69
HIGH 100.96
0.618 100.51
0.500 100.37
0.382 100.23
LOW 99.78
0.618 99.05
1.000 98.60
1.618 97.87
2.618 96.69
4.250 94.77
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 100.37 99.97
PP 100.31 99.74
S1 100.25 99.52

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

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