NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 97.31 98.53 1.22 1.3% 97.61
High 99.00 98.53 -0.47 -0.5% 99.00
Low 97.26 97.24 -0.02 0.0% 96.71
Close 98.83 98.47 -0.36 -0.4% 98.47
Range 1.74 1.29 -0.45 -25.9% 2.29
ATR 1.37 1.39 0.02 1.1% 0.00
Volume 22,665 32,684 10,019 44.2% 120,358
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 101.95 101.50 99.18
R3 100.66 100.21 98.82
R2 99.37 99.37 98.71
R1 98.92 98.92 98.59 98.50
PP 98.08 98.08 98.08 97.87
S1 97.63 97.63 98.35 97.21
S2 96.79 96.79 98.23
S3 95.50 96.34 98.12
S4 94.21 95.05 97.76
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 104.93 103.99 99.73
R3 102.64 101.70 99.10
R2 100.35 100.35 98.89
R1 99.41 99.41 98.68 99.88
PP 98.06 98.06 98.06 98.30
S1 97.12 97.12 98.26 97.59
S2 95.77 95.77 98.05
S3 93.48 94.83 97.84
S4 91.19 92.54 97.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.00 96.71 2.29 2.3% 1.49 1.5% 77% False False 24,071
10 99.00 95.31 3.69 3.7% 1.39 1.4% 86% False False 22,783
20 99.22 95.31 3.91 4.0% 1.40 1.4% 81% False False 22,069
40 100.65 95.31 5.34 5.4% 1.33 1.4% 59% False False 21,548
60 100.65 93.99 6.66 6.8% 1.27 1.3% 67% False False 20,079
80 100.65 88.11 12.54 12.7% 1.26 1.3% 83% False False 21,269
100 100.65 88.11 12.54 12.7% 1.26 1.3% 83% False False 20,356
120 100.65 86.89 13.76 14.0% 1.31 1.3% 84% False False 18,957
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 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.01
2.618 101.91
1.618 100.62
1.000 99.82
0.618 99.33
HIGH 98.53
0.618 98.04
0.500 97.89
0.382 97.73
LOW 97.24
0.618 96.44
1.000 95.95
1.618 95.15
2.618 93.86
4.250 91.76
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 98.28 98.27
PP 98.08 98.06
S1 97.89 97.86

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

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