NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 07-Oct-2013
Day Change Summary
Previous Current
04-Oct-2013 07-Oct-2013 Change Change % Previous Week
Open 99.88 100.46 0.58 0.6% 98.70
High 100.91 101.06 0.15 0.1% 100.96
Low 99.81 99.25 -0.56 -0.6% 97.97
Close 100.83 100.75 -0.08 -0.1% 100.83
Range 1.10 1.81 0.71 64.5% 2.99
ATR 1.41 1.44 0.03 2.0% 0.00
Volume 25,565 17,803 -7,762 -30.4% 113,425
Daily Pivots for day following 07-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.78 105.08 101.75
R3 103.97 103.27 101.25
R2 102.16 102.16 101.08
R1 101.46 101.46 100.92 101.81
PP 100.35 100.35 100.35 100.53
S1 99.65 99.65 100.58 100.00
S2 98.54 98.54 100.42
S3 96.73 97.84 100.25
S4 94.92 96.03 99.75
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 108.89 107.85 102.47
R3 105.90 104.86 101.65
R2 102.91 102.91 101.38
R1 101.87 101.87 101.10 102.39
PP 99.92 99.92 99.92 100.18
S1 98.88 98.88 100.56 99.40
S2 96.93 96.93 100.28
S3 93.94 95.89 100.01
S4 90.95 92.90 99.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.06 98.08 2.98 3.0% 1.47 1.5% 90% True False 22,952
10 101.06 97.97 3.09 3.1% 1.33 1.3% 90% True False 21,475
20 102.29 97.97 4.32 4.3% 1.43 1.4% 64% False False 20,156
40 104.37 97.91 6.46 6.4% 1.36 1.4% 44% False False 16,847
60 104.37 96.50 7.87 7.8% 1.33 1.3% 54% False False 15,056
80 104.37 89.48 14.89 14.8% 1.29 1.3% 76% False False 14,609
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.75
2.618 105.80
1.618 103.99
1.000 102.87
0.618 102.18
HIGH 101.06
0.618 100.37
0.500 100.16
0.382 99.94
LOW 99.25
0.618 98.13
1.000 97.44
1.618 96.32
2.618 94.51
4.250 91.56
Fisher Pivots for day following 07-Oct-2013
Pivot 1 day 3 day
R1 100.55 100.55
PP 100.35 100.35
S1 100.16 100.16

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

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