NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 98.26 98.55 0.29 0.3% 96.00
High 98.97 98.60 -0.37 -0.4% 98.04
Low 98.12 96.71 -1.41 -1.4% 95.31
Close 98.53 97.27 -1.26 -1.3% 98.04
Range 0.85 1.89 1.04 122.4% 2.73
ATR 1.30 1.34 0.04 3.2% 0.00
Volume 27,143 21,781 -5,362 -19.8% 107,476
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 103.20 102.12 98.31
R3 101.31 100.23 97.79
R2 99.42 99.42 97.62
R1 98.34 98.34 97.44 97.94
PP 97.53 97.53 97.53 97.32
S1 96.45 96.45 97.10 96.05
S2 95.64 95.64 96.92
S3 93.75 94.56 96.75
S4 91.86 92.67 96.23
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 98.97 96.71 2.26 2.3% 1.30 1.3% 25% False True 23,418
10 98.97 95.31 3.66 3.8% 1.30 1.3% 54% False False 20,828
20 99.22 95.31 3.91 4.0% 1.36 1.4% 50% False False 21,127
40 100.65 95.31 5.34 5.5% 1.30 1.3% 37% False False 20,983
60 100.65 93.99 6.66 6.8% 1.24 1.3% 49% False False 19,957
80 100.65 88.11 12.54 12.9% 1.24 1.3% 73% False False 20,892
100 100.65 88.11 12.54 12.9% 1.25 1.3% 73% False False 20,145
120 100.65 86.10 14.55 15.0% 1.30 1.3% 77% False False 18,612
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 0.31
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 106.63
2.618 103.55
1.618 101.66
1.000 100.49
0.618 99.77
HIGH 98.60
0.618 97.88
0.500 97.66
0.382 97.43
LOW 96.71
0.618 95.54
1.000 94.82
1.618 93.65
2.618 91.76
4.250 88.68
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 97.66 97.84
PP 97.53 97.65
S1 97.40 97.46

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

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