NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 01-Oct-2013
Day Change Summary
Previous Current
30-Sep-2013 01-Oct-2013 Change Change % Previous Week
Open 96.79 96.98 0.19 0.2% 98.30
High 97.60 97.22 -0.38 -0.4% 98.34
Low 96.19 96.39 0.20 0.2% 96.73
Close 97.27 97.22 -0.05 -0.1% 97.43
Range 1.41 0.83 -0.58 -41.1% 1.61
ATR 1.09 1.07 -0.01 -1.4% 0.00
Volume 3,758 2,717 -1,041 -27.7% 17,145
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 99.43 99.16 97.68
R3 98.60 98.33 97.45
R2 97.77 97.77 97.37
R1 97.50 97.50 97.30 97.64
PP 96.94 96.94 96.94 97.01
S1 96.67 96.67 97.14 96.81
S2 96.11 96.11 97.07
S3 95.28 95.84 96.99
S4 94.45 95.01 96.76
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 102.33 101.49 98.32
R3 100.72 99.88 97.87
R2 99.11 99.11 97.73
R1 98.27 98.27 97.58 97.89
PP 97.50 97.50 97.50 97.31
S1 96.66 96.66 97.28 96.28
S2 95.89 95.89 97.13
S3 94.28 95.05 96.99
S4 92.67 93.44 96.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.16 96.19 1.97 2.0% 1.05 1.1% 52% False False 3,302
10 99.89 96.19 3.70 3.8% 1.17 1.2% 28% False False 3,687
20 100.38 96.19 4.19 4.3% 0.96 1.0% 25% False False 3,681
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.75
2.618 99.39
1.618 98.56
1.000 98.05
0.618 97.73
HIGH 97.22
0.618 96.90
0.500 96.81
0.382 96.71
LOW 96.39
0.618 95.88
1.000 95.56
1.618 95.05
2.618 94.22
4.250 92.86
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 97.08 97.21
PP 96.94 97.19
S1 96.81 97.18

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

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