NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 96.96 97.67 0.71 0.7% 99.80
High 98.15 97.95 -0.20 -0.2% 99.98
Low 96.78 97.29 0.51 0.5% 95.54
Close 98.09 97.72 -0.37 -0.4% 97.04
Range 1.37 0.66 -0.71 -51.8% 4.44
ATR 1.51 1.46 -0.05 -3.4% 0.00
Volume 29,557 31,809 2,252 7.6% 213,937
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 99.63 99.34 98.08
R3 98.97 98.68 97.90
R2 98.31 98.31 97.84
R1 98.02 98.02 97.78 98.17
PP 97.65 97.65 97.65 97.73
S1 97.36 97.36 97.66 97.51
S2 96.99 96.99 97.60
S3 96.33 96.70 97.54
S4 95.67 96.04 97.36
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 98.15 95.54 2.61 2.7% 1.30 1.3% 84% False False 42,156
10 101.81 95.54 6.27 6.4% 1.49 1.5% 35% False False 40,138
20 101.81 95.54 6.27 6.4% 1.50 1.5% 35% False False 36,566
40 103.14 95.54 7.60 7.8% 1.43 1.5% 29% False False 27,242
60 104.37 95.54 8.83 9.0% 1.40 1.4% 25% False False 22,428
80 104.37 95.54 8.83 9.0% 1.34 1.4% 25% False False 20,239
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 50 trading days
Fibonacci Retracements and Extensions
4.250 100.76
2.618 99.68
1.618 99.02
1.000 98.61
0.618 98.36
HIGH 97.95
0.618 97.70
0.500 97.62
0.382 97.54
LOW 97.29
0.618 96.88
1.000 96.63
1.618 96.22
2.618 95.56
4.250 94.49
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 97.69 97.57
PP 97.65 97.41
S1 97.62 97.26

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

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