NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 99.60 100.90 1.30 1.3% 100.46
High 101.49 100.93 -0.56 -0.6% 101.69
Low 99.49 99.43 -0.06 -0.1% 99.23
Close 101.23 100.85 -0.38 -0.4% 100.85
Range 2.00 1.50 -0.50 -25.0% 2.46
ATR 1.50 1.53 0.02 1.4% 0.00
Volume 32,347 43,014 10,667 33.0% 171,056
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 104.90 104.38 101.68
R3 103.40 102.88 101.26
R2 101.90 101.90 101.13
R1 101.38 101.38 100.99 100.89
PP 100.40 100.40 100.40 100.16
S1 99.88 99.88 100.71 99.39
S2 98.90 98.90 100.58
S3 97.40 98.38 100.44
S4 95.90 96.88 100.03
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 107.97 106.87 102.20
R3 105.51 104.41 101.53
R2 103.05 103.05 101.30
R1 101.95 101.95 101.08 102.50
PP 100.59 100.59 100.59 100.87
S1 99.49 99.49 100.62 100.04
S2 98.13 98.13 100.40
S3 95.67 97.03 100.17
S4 93.21 94.57 99.50
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 2.4% 1.71 1.7% 66% False False 34,211
10 101.69 97.97 3.72 3.7% 1.55 1.5% 77% False False 28,448
20 102.29 97.97 4.32 4.3% 1.51 1.5% 67% False False 24,338
40 104.37 97.97 6.40 6.3% 1.43 1.4% 45% False False 19,615
60 104.37 96.50 7.87 7.8% 1.37 1.4% 55% False False 16,821
80 104.37 89.48 14.89 14.8% 1.33 1.3% 76% False False 16,144
Crabel Price Patterns
NR True
NR4 False
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 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.31
2.618 104.86
1.618 103.36
1.000 102.43
0.618 101.86
HIGH 100.93
0.618 100.36
0.500 100.18
0.382 100.00
LOW 99.43
0.618 98.50
1.000 97.93
1.618 97.00
2.618 95.50
4.250 93.06
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 100.63 100.69
PP 100.40 100.52
S1 100.18 100.36

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

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