NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 98.30 97.39 -0.91 -0.9% 99.41
High 98.87 97.39 -1.48 -1.5% 101.00
Low 97.26 95.39 -1.87 -1.9% 98.38
Close 97.40 95.71 -1.69 -1.7% 99.20
Range 1.61 2.00 0.39 24.2% 2.62
ATR 1.37 1.41 0.05 3.4% 0.00
Volume 11,492 20,060 8,568 74.6% 80,034
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 102.16 100.94 96.81
R3 100.16 98.94 96.26
R2 98.16 98.16 96.08
R1 96.94 96.94 95.89 96.55
PP 96.16 96.16 96.16 95.97
S1 94.94 94.94 95.53 94.55
S2 94.16 94.16 95.34
S3 92.16 92.94 95.16
S4 90.16 90.94 94.61
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 107.39 105.91 100.64
R3 104.77 103.29 99.92
R2 102.15 102.15 99.68
R1 100.67 100.67 99.44 100.10
PP 99.53 99.53 99.53 99.24
S1 98.05 98.05 98.96 97.48
S2 96.91 96.91 98.72
S3 94.29 95.43 98.48
S4 91.67 92.81 97.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.40 95.39 5.01 5.2% 1.56 1.6% 6% False True 16,488
10 101.00 95.39 5.61 5.9% 1.48 1.5% 6% False True 13,911
20 101.00 95.39 5.61 5.9% 1.35 1.4% 6% False True 10,589
40 103.06 95.39 7.67 8.0% 1.29 1.3% 4% False True 7,955
60 103.06 95.39 7.67 8.0% 1.17 1.2% 4% False True 6,536
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.21
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.89
2.618 102.63
1.618 100.63
1.000 99.39
0.618 98.63
HIGH 97.39
0.618 96.63
0.500 96.39
0.382 96.15
LOW 95.39
0.618 94.15
1.000 93.39
1.618 92.15
2.618 90.15
4.250 86.89
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 96.39 97.27
PP 96.16 96.75
S1 95.94 96.23

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

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