NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 100.86 101.30 0.44 0.4% 98.70
High 101.69 101.32 -0.37 -0.4% 100.96
Low 100.56 99.23 -1.33 -1.3% 97.97
Close 101.21 99.61 -1.60 -1.6% 100.83
Range 1.13 2.09 0.96 85.0% 2.99
ATR 1.42 1.47 0.05 3.4% 0.00
Volume 46,241 31,651 -14,590 -31.6% 113,425
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.32 105.06 100.76
R3 104.23 102.97 100.18
R2 102.14 102.14 99.99
R1 100.88 100.88 99.80 100.47
PP 100.05 100.05 100.05 99.85
S1 98.79 98.79 99.42 98.38
S2 97.96 97.96 99.23
S3 95.87 96.70 99.04
S4 93.78 94.61 98.46
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
5 101.69 99.23 2.46 2.5% 1.46 1.5% 15% False True 31,220
10 101.69 97.97 3.72 3.7% 1.40 1.4% 44% False False 24,924
20 102.29 97.97 4.32 4.3% 1.43 1.4% 38% False False 22,205
40 104.37 97.97 6.40 6.4% 1.39 1.4% 26% False False 18,297
60 104.37 96.50 7.87 7.9% 1.36 1.4% 40% False False 15,958
80 104.37 89.48 14.89 14.9% 1.31 1.3% 68% False False 15,332
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 110.20
2.618 106.79
1.618 104.70
1.000 103.41
0.618 102.61
HIGH 101.32
0.618 100.52
0.500 100.28
0.382 100.03
LOW 99.23
0.618 97.94
1.000 97.14
1.618 95.85
2.618 93.76
4.250 90.35
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 100.28 100.46
PP 100.05 100.18
S1 99.83 99.89

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

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