NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 97.39 95.91 -1.48 -1.5% 99.41
High 97.39 96.32 -1.07 -1.1% 101.00
Low 95.39 94.97 -0.42 -0.4% 98.38
Close 95.71 95.75 0.04 0.0% 99.20
Range 2.00 1.35 -0.65 -32.5% 2.62
ATR 1.41 1.41 0.00 -0.3% 0.00
Volume 20,060 20,824 764 3.8% 80,034
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 99.73 99.09 96.49
R3 98.38 97.74 96.12
R2 97.03 97.03 96.00
R1 96.39 96.39 95.87 96.04
PP 95.68 95.68 95.68 95.50
S1 95.04 95.04 95.63 94.69
S2 94.33 94.33 95.50
S3 92.98 93.69 95.38
S4 91.63 92.34 95.01
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 99.79 94.97 4.82 5.0% 1.42 1.5% 16% False True 16,413
10 101.00 94.97 6.03 6.3% 1.44 1.5% 13% False True 15,039
20 101.00 94.97 6.03 6.3% 1.37 1.4% 13% False True 11,284
40 101.62 94.97 6.65 6.9% 1.27 1.3% 12% False True 8,331
60 103.06 94.97 8.09 8.4% 1.18 1.2% 10% False True 6,830
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 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.06
2.618 99.85
1.618 98.50
1.000 97.67
0.618 97.15
HIGH 96.32
0.618 95.80
0.500 95.65
0.382 95.49
LOW 94.97
0.618 94.14
1.000 93.62
1.618 92.79
2.618 91.44
4.250 89.23
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 95.72 96.92
PP 95.68 96.53
S1 95.65 96.14

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

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