NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 95.98 97.18 1.20 1.3% 97.51
High 97.78 98.00 0.22 0.2% 97.55
Low 95.97 96.86 0.89 0.9% 95.88
Close 97.69 97.32 -0.37 -0.4% 96.56
Range 1.81 1.14 -0.67 -37.0% 1.67
ATR 1.35 1.34 -0.02 -1.1% 0.00
Volume 18,372 31,620 13,248 72.1% 102,536
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 100.81 100.21 97.95
R3 99.67 99.07 97.63
R2 98.53 98.53 97.53
R1 97.93 97.93 97.42 98.23
PP 97.39 97.39 97.39 97.55
S1 96.79 96.79 97.22 97.09
S2 96.25 96.25 97.11
S3 95.11 95.65 97.01
S4 93.97 94.51 96.69
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 98.00 95.31 2.69 2.8% 1.34 1.4% 75% True False 20,262
10 98.00 95.31 2.69 2.8% 1.22 1.3% 75% True False 21,197
20 99.49 95.31 4.18 4.3% 1.35 1.4% 48% False False 21,086
40 100.65 93.99 6.66 6.8% 1.29 1.3% 50% False False 20,398
60 100.65 93.99 6.66 6.8% 1.21 1.2% 50% False False 20,652
80 100.65 88.11 12.54 12.9% 1.23 1.3% 73% False False 20,684
100 100.65 88.11 12.54 12.9% 1.26 1.3% 73% False False 19,759
120 100.65 84.84 15.81 16.2% 1.30 1.3% 79% False False 18,254
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.85
2.618 100.98
1.618 99.84
1.000 99.14
0.618 98.70
HIGH 98.00
0.618 97.56
0.500 97.43
0.382 97.30
LOW 96.86
0.618 96.16
1.000 95.72
1.618 95.02
2.618 93.88
4.250 92.02
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 97.43 97.12
PP 97.39 96.92
S1 97.36 96.73

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

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