NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 99.62 99.80 0.18 0.2% 100.33
High 100.55 99.98 -0.57 -0.6% 101.81
Low 99.43 98.61 -0.82 -0.8% 99.04
Close 99.91 98.98 -0.93 -0.9% 99.91
Range 1.12 1.37 0.25 22.3% 2.77
ATR 1.53 1.52 -0.01 -0.8% 0.00
Volume 53,119 26,776 -26,343 -49.6% 203,274
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 103.30 102.51 99.73
R3 101.93 101.14 99.36
R2 100.56 100.56 99.23
R1 99.77 99.77 99.11 99.48
PP 99.19 99.19 99.19 99.05
S1 98.40 98.40 98.85 98.11
S2 97.82 97.82 98.73
S3 96.45 97.03 98.60
S4 95.08 95.66 98.23
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 98.61 3.20 3.2% 1.52 1.5% 12% False True 35,100
10 101.81 98.61 3.20 3.2% 1.56 1.6% 12% False True 38,330
20 101.81 97.97 3.84 3.9% 1.44 1.5% 26% False False 29,903
40 104.37 97.97 6.40 6.5% 1.50 1.5% 16% False False 23,136
60 104.37 96.50 7.87 8.0% 1.39 1.4% 32% False False 19,309
80 104.37 92.16 12.21 12.3% 1.31 1.3% 56% False False 18,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.80
2.618 103.57
1.618 102.20
1.000 101.35
0.618 100.83
HIGH 99.98
0.618 99.46
0.500 99.30
0.382 99.13
LOW 98.61
0.618 97.76
1.000 97.24
1.618 96.39
2.618 95.02
4.250 92.79
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 99.30 99.91
PP 99.19 99.60
S1 99.09 99.29

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

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