NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 95.79 96.20 0.41 0.4% 99.14
High 96.57 97.41 0.84 0.9% 99.14
Low 95.71 96.20 0.49 0.5% 94.97
Close 96.36 97.39 1.03 1.1% 96.36
Range 0.86 1.21 0.35 40.7% 4.17
ATR 1.37 1.36 -0.01 -0.8% 0.00
Volume 15,415 9,500 -5,915 -38.4% 75,237
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 100.63 100.22 98.06
R3 99.42 99.01 97.72
R2 98.21 98.21 97.61
R1 97.80 97.80 97.50 98.01
PP 97.00 97.00 97.00 97.10
S1 96.59 96.59 97.28 96.80
S2 95.79 95.79 97.17
S3 94.58 95.38 97.06
S4 93.37 94.17 96.72
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 109.33 107.02 98.65
R3 105.16 102.85 97.51
R2 100.99 100.99 97.12
R1 98.68 98.68 96.74 97.75
PP 96.82 96.82 96.82 96.36
S1 94.51 94.51 95.98 93.58
S2 92.65 92.65 95.60
S3 88.48 90.34 95.21
S4 84.31 86.17 94.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.87 94.97 3.90 4.0% 1.41 1.4% 62% False False 15,458
10 101.00 94.97 6.03 6.2% 1.39 1.4% 40% False False 14,635
20 101.00 94.97 6.03 6.2% 1.36 1.4% 40% False False 12,073
40 101.62 94.97 6.65 6.8% 1.28 1.3% 36% False False 8,708
60 103.06 94.97 8.09 8.3% 1.19 1.2% 30% False False 7,130
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.55
2.618 100.58
1.618 99.37
1.000 98.62
0.618 98.16
HIGH 97.41
0.618 96.95
0.500 96.81
0.382 96.66
LOW 96.20
0.618 95.45
1.000 94.99
1.618 94.24
2.618 93.03
4.250 91.06
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 97.20 96.99
PP 97.00 96.59
S1 96.81 96.19

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

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