NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 17-Oct-2013
Day Change Summary
Previous Current
16-Oct-2013 17-Oct-2013 Change Change % Previous Week
Open 98.88 99.46 0.58 0.6% 98.54
High 100.11 99.46 -0.65 -0.6% 99.70
Low 98.62 97.65 -0.97 -1.0% 97.50
Close 99.73 98.04 -1.69 -1.7% 99.22
Range 1.49 1.81 0.32 21.5% 2.20
ATR 1.16 1.23 0.07 5.6% 0.00
Volume 9,935 16,192 6,257 63.0% 28,307
Daily Pivots for day following 17-Oct-2013
Classic Woodie Camarilla DeMark
R4 103.81 102.74 99.04
R3 102.00 100.93 98.54
R2 100.19 100.19 98.37
R1 99.12 99.12 98.21 98.75
PP 98.38 98.38 98.38 98.20
S1 97.31 97.31 97.87 96.94
S2 96.57 96.57 97.71
S3 94.76 95.50 97.54
S4 92.95 93.69 97.04
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.41 104.51 100.43
R3 103.21 102.31 99.83
R2 101.01 101.01 99.62
R1 100.11 100.11 99.42 100.56
PP 98.81 98.81 98.81 99.03
S1 97.91 97.91 99.02 98.36
S2 96.61 96.61 98.82
S3 94.41 95.71 98.62
S4 92.21 93.51 98.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.11 97.65 2.46 2.5% 1.16 1.2% 16% False True 10,219
10 100.11 97.50 2.61 2.7% 1.15 1.2% 21% False False 7,577
20 100.11 96.19 3.92 4.0% 1.08 1.1% 47% False False 5,620
40 101.55 96.19 5.36 5.5% 0.97 1.0% 35% False False 4,649
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 107.15
2.618 104.20
1.618 102.39
1.000 101.27
0.618 100.58
HIGH 99.46
0.618 98.77
0.500 98.56
0.382 98.34
LOW 97.65
0.618 96.53
1.000 95.84
1.618 94.72
2.618 92.91
4.250 89.96
Fisher Pivots for day following 17-Oct-2013
Pivot 1 day 3 day
R1 98.56 98.88
PP 98.38 98.60
S1 98.21 98.32

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

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