NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 18-Oct-2013
Day Change Summary
Previous Current
17-Oct-2013 18-Oct-2013 Change Change % Previous Week
Open 101.04 99.62 -1.42 -1.4% 100.33
High 101.21 100.55 -0.66 -0.7% 101.81
Low 99.04 99.43 0.39 0.4% 99.04
Close 99.46 99.91 0.45 0.5% 99.91
Range 2.17 1.12 -1.05 -48.4% 2.77
ATR 1.56 1.53 -0.03 -2.0% 0.00
Volume 46,810 53,119 6,309 13.5% 203,274
Daily Pivots for day following 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 103.32 102.74 100.53
R3 102.20 101.62 100.22
R2 101.08 101.08 100.12
R1 100.50 100.50 100.01 100.79
PP 99.96 99.96 99.96 100.11
S1 99.38 99.38 99.81 99.67
S2 98.84 98.84 99.70
S3 97.72 98.26 99.60
S4 96.60 97.14 99.29
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 108.56 107.01 101.43
R3 105.79 104.24 100.67
R2 103.02 103.02 100.42
R1 101.47 101.47 100.16 100.86
PP 100.25 100.25 100.25 99.95
S1 98.70 98.70 99.66 98.09
S2 97.48 97.48 99.40
S3 94.71 95.93 99.15
S4 91.94 93.16 98.39
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% 1.50 1.5% 31% False False 40,654
10 101.81 99.04 2.77 2.8% 1.60 1.6% 31% False False 37,433
20 101.81 97.97 3.84 3.8% 1.44 1.4% 51% False False 29,687
40 104.37 97.97 6.40 6.4% 1.50 1.5% 30% False False 22,828
60 104.37 96.50 7.87 7.9% 1.38 1.4% 43% False False 19,058
80 104.37 91.74 12.63 12.6% 1.30 1.3% 65% False False 17,971
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.31
2.618 103.48
1.618 102.36
1.000 101.67
0.618 101.24
HIGH 100.55
0.618 100.12
0.500 99.99
0.382 99.86
LOW 99.43
0.618 98.74
1.000 98.31
1.618 97.62
2.618 96.50
4.250 94.67
Fisher Pivots for day following 18-Oct-2013
Pivot 1 day 3 day
R1 99.99 100.43
PP 99.96 100.25
S1 99.94 100.08

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

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