NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 07-Oct-2013
Day Change Summary
Previous Current
04-Oct-2013 07-Oct-2013 Change Change % Previous Week
Open 97.08 97.61 0.53 0.5% 96.00
High 98.04 98.39 0.35 0.4% 98.04
Low 97.08 96.72 -0.36 -0.4% 95.31
Close 98.04 98.23 0.19 0.2% 98.04
Range 0.96 1.67 0.71 74.0% 2.73
ATR 1.31 1.34 0.03 2.0% 0.00
Volume 20,463 16,085 -4,378 -21.4% 107,476
Daily Pivots for day following 07-Oct-2013
Classic Woodie Camarilla DeMark
R4 102.79 102.18 99.15
R3 101.12 100.51 98.69
R2 99.45 99.45 98.54
R1 98.84 98.84 98.38 99.15
PP 97.78 97.78 97.78 97.93
S1 97.17 97.17 98.08 97.48
S2 96.11 96.11 97.92
S3 94.44 95.50 97.77
S4 92.77 93.83 97.31
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.32 104.41 99.54
R3 102.59 101.68 98.79
R2 99.86 99.86 98.54
R1 98.95 98.95 98.29 99.41
PP 97.13 97.13 97.13 97.36
S1 96.22 96.22 97.79 96.68
S2 94.40 94.40 97.54
S3 91.67 93.49 97.29
S4 88.94 90.76 96.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.39 95.45 2.94 3.0% 1.34 1.4% 95% True False 20,352
10 98.39 95.31 3.08 3.1% 1.26 1.3% 95% True False 20,494
20 99.22 95.31 3.91 4.0% 1.37 1.4% 75% False False 20,758
40 100.65 95.22 5.43 5.5% 1.28 1.3% 55% False False 20,555
60 100.65 93.99 6.66 6.8% 1.23 1.3% 64% False False 19,877
80 100.65 88.11 12.54 12.8% 1.23 1.3% 81% False False 20,817
100 100.65 88.11 12.54 12.8% 1.26 1.3% 81% False False 19,902
120 100.65 84.84 15.81 16.1% 1.30 1.3% 85% False False 18,406
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.49
2.618 102.76
1.618 101.09
1.000 100.06
0.618 99.42
HIGH 98.39
0.618 97.75
0.500 97.56
0.382 97.36
LOW 96.72
0.618 95.69
1.000 95.05
1.618 94.02
2.618 92.35
4.250 89.62
Fisher Pivots for day following 07-Oct-2013
Pivot 1 day 3 day
R1 98.01 98.01
PP 97.78 97.78
S1 97.56 97.56

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

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