NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 97.72 98.92 1.20 1.2% 98.84
High 99.58 99.88 0.30 0.3% 99.36
Low 97.67 98.79 1.12 1.1% 97.55
Close 99.57 99.17 -0.40 -0.4% 98.34
Range 1.91 1.09 -0.82 -42.9% 1.81
ATR 1.27 1.26 -0.01 -1.0% 0.00
Volume 6,901 12,386 5,485 79.5% 27,162
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 102.55 101.95 99.77
R3 101.46 100.86 99.47
R2 100.37 100.37 99.37
R1 99.77 99.77 99.27 100.07
PP 99.28 99.28 99.28 99.43
S1 98.68 98.68 99.07 98.98
S2 98.19 98.19 98.97
S3 97.10 97.59 98.87
S4 96.01 96.50 98.57
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 103.85 102.90 99.34
R3 102.04 101.09 98.84
R2 100.23 100.23 98.67
R1 99.28 99.28 98.51 98.85
PP 98.42 98.42 98.42 98.20
S1 97.47 97.47 98.17 97.04
S2 96.61 96.61 98.01
S3 94.80 95.66 97.84
S4 92.99 93.85 97.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.88 97.00 2.88 2.9% 1.26 1.3% 75% True False 6,784
10 99.88 97.00 2.88 2.9% 1.17 1.2% 75% True False 6,262
20 101.62 97.00 4.62 4.7% 1.23 1.2% 47% False False 5,964
40 103.06 95.56 7.50 7.6% 1.12 1.1% 48% False False 5,067
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 104.51
2.618 102.73
1.618 101.64
1.000 100.97
0.618 100.55
HIGH 99.88
0.618 99.46
0.500 99.34
0.382 99.21
LOW 98.79
0.618 98.12
1.000 97.70
1.618 97.03
2.618 95.94
4.250 94.16
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 99.34 98.96
PP 99.28 98.75
S1 99.23 98.54

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

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