NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 97.58 96.70 -0.88 -0.9% 99.26
High 98.12 96.87 -1.25 -1.3% 100.11
Low 96.72 94.94 -1.78 -1.8% 97.65
Close 96.83 95.14 -1.69 -1.7% 98.51
Range 1.40 1.93 0.53 37.9% 2.46
ATR 1.20 1.25 0.05 4.3% 0.00
Volume 8,664 14,120 5,456 63.0% 57,428
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 101.44 100.22 96.20
R3 99.51 98.29 95.67
R2 97.58 97.58 95.49
R1 96.36 96.36 95.32 96.01
PP 95.65 95.65 95.65 95.47
S1 94.43 94.43 94.96 94.08
S2 93.72 93.72 94.79
S3 91.79 92.50 94.61
S4 89.86 90.57 94.08
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 99.46 94.94 4.52 4.8% 1.36 1.4% 4% False True 11,678
10 100.11 94.94 5.17 5.4% 1.23 1.3% 4% False True 9,974
20 100.11 94.94 5.17 5.4% 1.17 1.2% 4% False True 7,008
40 101.55 94.94 6.61 6.9% 1.05 1.1% 3% False True 5,456
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 105.07
2.618 101.92
1.618 99.99
1.000 98.80
0.618 98.06
HIGH 96.87
0.618 96.13
0.500 95.91
0.382 95.68
LOW 94.94
0.618 93.75
1.000 93.01
1.618 91.82
2.618 89.89
4.250 86.74
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 95.91 96.72
PP 95.65 96.19
S1 95.40 95.67

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

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