NYMEX Light Sweet Crude Oil Future June 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 96.00 96.05 0.05 0.1% 97.51
High 96.75 96.59 -0.16 -0.2% 97.55
Low 95.31 95.45 0.14 0.1% 95.88
Close 96.44 96.38 -0.06 -0.1% 96.56
Range 1.44 1.14 -0.30 -20.8% 1.67
ATR 1.33 1.32 -0.01 -1.0% 0.00
Volume 21,797 15,224 -6,573 -30.2% 102,536
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 99.56 99.11 97.01
R3 98.42 97.97 96.69
R2 97.28 97.28 96.59
R1 96.83 96.83 96.48 97.06
PP 96.14 96.14 96.14 96.25
S1 95.69 95.69 96.28 95.92
S2 95.00 95.00 96.17
S3 93.86 94.55 96.07
S4 92.72 93.41 95.75
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 101.67 100.79 97.48
R3 100.00 99.12 97.02
R2 98.33 98.33 96.87
R1 97.45 97.45 96.71 97.06
PP 96.66 96.66 96.66 96.47
S1 95.78 95.78 96.41 95.39
S2 94.99 94.99 96.25
S3 93.32 94.11 96.10
S4 91.65 92.44 95.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.32 95.31 2.01 2.1% 1.21 1.3% 53% False False 19,411
10 99.22 95.31 3.91 4.1% 1.40 1.4% 27% False False 21,950
20 99.49 95.31 4.18 4.3% 1.30 1.3% 26% False False 20,359
40 100.65 93.99 6.66 6.9% 1.27 1.3% 36% False False 19,696
60 100.65 93.81 6.84 7.1% 1.19 1.2% 38% False False 20,541
80 100.65 88.11 12.54 13.0% 1.22 1.3% 66% False False 20,703
100 100.65 88.11 12.54 13.0% 1.26 1.3% 66% False False 19,497
120 100.65 84.84 15.81 16.4% 1.31 1.4% 73% False False 17,994
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.44
2.618 99.57
1.618 98.43
1.000 97.73
0.618 97.29
HIGH 96.59
0.618 96.15
0.500 96.02
0.382 95.89
LOW 95.45
0.618 94.75
1.000 94.31
1.618 93.61
2.618 92.47
4.250 90.61
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 96.26 96.36
PP 96.14 96.34
S1 96.02 96.32

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

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