NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 17-Oct-2013
Day Change Summary
Previous Current
16-Oct-2013 17-Oct-2013 Change Change % Previous Week
Open 100.27 101.04 0.77 0.8% 100.46
High 101.81 101.21 -0.60 -0.6% 101.69
Low 99.87 99.04 -0.83 -0.8% 99.23
Close 101.25 99.46 -1.79 -1.8% 100.85
Range 1.94 2.17 0.23 11.9% 2.46
ATR 1.51 1.56 0.05 3.3% 0.00
Volume 26,156 46,810 20,654 79.0% 171,056
Daily Pivots for day following 17-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.41 105.11 100.65
R3 104.24 102.94 100.06
R2 102.07 102.07 99.86
R1 100.77 100.77 99.66 100.34
PP 99.90 99.90 99.90 99.69
S1 98.60 98.60 99.26 98.17
S2 97.73 97.73 99.06
S3 95.56 96.43 98.86
S4 93.39 94.26 98.27
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
5 101.81 99.04 2.77 2.8% 1.58 1.6% 15% False True 38,633
10 101.81 99.04 2.77 2.8% 1.60 1.6% 15% False True 34,677
20 101.81 97.97 3.84 3.9% 1.44 1.4% 39% False False 27,926
40 104.37 97.97 6.40 6.4% 1.49 1.5% 23% False False 21,961
60 104.37 96.50 7.87 7.9% 1.39 1.4% 38% False False 18,366
80 104.37 90.14 14.23 14.3% 1.31 1.3% 65% False False 17,554
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 0.22
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 110.43
2.618 106.89
1.618 104.72
1.000 103.38
0.618 102.55
HIGH 101.21
0.618 100.38
0.500 100.13
0.382 99.87
LOW 99.04
0.618 97.70
1.000 96.87
1.618 95.53
2.618 93.36
4.250 89.82
Fisher Pivots for day following 17-Oct-2013
Pivot 1 day 3 day
R1 100.13 100.43
PP 99.90 100.10
S1 99.68 99.78

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

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