NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 98.21 98.45 0.24 0.2% 99.26
High 99.00 98.50 -0.50 -0.5% 100.11
Low 98.18 97.65 -0.53 -0.5% 97.65
Close 98.51 97.66 -0.85 -0.9% 98.51
Range 0.82 0.85 0.03 3.7% 2.46
ATR 1.21 1.18 -0.02 -2.1% 0.00
Volume 13,858 5,560 -8,298 -59.9% 57,428
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 100.49 99.92 98.13
R3 99.64 99.07 97.89
R2 98.79 98.79 97.82
R1 98.22 98.22 97.74 98.08
PP 97.94 97.94 97.94 97.87
S1 97.37 97.37 97.58 97.23
S2 97.09 97.09 97.50
S3 96.24 96.52 97.43
S4 95.39 95.67 97.19
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.14 104.78 99.86
R3 103.68 102.32 99.19
R2 101.22 101.22 98.96
R1 99.86 99.86 98.74 99.31
PP 98.76 98.76 98.76 98.48
S1 97.40 97.40 98.28 96.85
S2 96.30 96.30 98.06
S3 93.84 94.94 97.83
S4 91.38 92.48 97.16
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% 1.10 1.1% 0% False True 10,402
10 100.11 97.50 2.61 2.7% 1.13 1.2% 6% False False 8,888
20 100.11 96.19 3.92 4.0% 1.09 1.1% 38% False False 6,235
40 101.55 96.19 5.36 5.5% 0.98 1.0% 27% False False 4,974
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.11
2.618 100.73
1.618 99.88
1.000 99.35
0.618 99.03
HIGH 98.50
0.618 98.18
0.500 98.08
0.382 97.97
LOW 97.65
0.618 97.12
1.000 96.80
1.618 96.27
2.618 95.42
4.250 94.04
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 98.08 98.56
PP 97.94 98.26
S1 97.80 97.96

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

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