NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 25-Oct-2013
Day Change Summary
Previous Current
24-Oct-2013 25-Oct-2013 Change Change % Previous Week
Open 96.48 96.61 0.13 0.1% 99.80
High 97.00 97.22 0.22 0.2% 99.98
Low 95.54 96.36 0.82 0.9% 95.54
Close 96.40 97.04 0.64 0.7% 97.04
Range 1.46 0.86 -0.60 -41.1% 4.44
ATR 1.57 1.52 -0.05 -3.2% 0.00
Volume 55,107 39,724 -15,383 -27.9% 213,937
Daily Pivots for day following 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 99.45 99.11 97.51
R3 98.59 98.25 97.28
R2 97.73 97.73 97.20
R1 97.39 97.39 97.12 97.56
PP 96.87 96.87 96.87 96.96
S1 96.53 96.53 96.96 96.70
S2 96.01 96.01 96.88
S3 95.15 95.67 96.80
S4 94.29 94.81 96.57
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 110.84 108.38 99.48
R3 106.40 103.94 98.26
R2 101.96 101.96 97.85
R1 99.50 99.50 97.45 98.51
PP 97.52 97.52 97.52 97.03
S1 95.06 95.06 96.63 94.07
S2 93.08 93.08 96.23
S3 88.64 90.62 95.82
S4 84.20 86.18 94.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.98 95.54 4.44 4.6% 1.52 1.6% 34% False False 42,787
10 101.81 95.54 6.27 6.5% 1.51 1.6% 24% False False 41,721
20 101.81 95.54 6.27 6.5% 1.53 1.6% 24% False False 35,084
40 103.14 95.54 7.60 7.8% 1.49 1.5% 20% False False 26,404
60 104.37 95.54 8.83 9.1% 1.42 1.5% 17% False False 21,887
80 104.37 94.29 10.08 10.4% 1.35 1.4% 27% False False 19,999
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.31
Narrowest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 100.88
2.618 99.47
1.618 98.61
1.000 98.08
0.618 97.75
HIGH 97.22
0.618 96.89
0.500 96.79
0.382 96.69
LOW 96.36
0.618 95.83
1.000 95.50
1.618 94.97
2.618 94.11
4.250 92.71
Fisher Pivots for day following 25-Oct-2013
Pivot 1 day 3 day
R1 96.96 96.94
PP 96.87 96.83
S1 96.79 96.73

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

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