NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 17-Oct-2013
Day Change Summary
Previous Current
16-Oct-2013 17-Oct-2013 Change Change % Previous Week
Open 98.20 98.81 0.61 0.6% 97.61
High 99.46 98.82 -0.64 -0.6% 99.00
Low 97.83 96.91 -0.92 -0.9% 96.71
Close 98.98 97.36 -1.62 -1.6% 98.47
Range 1.63 1.91 0.28 17.2% 2.29
ATR 1.37 1.42 0.05 3.6% 0.00
Volume 26,257 42,861 16,604 63.2% 120,358
Daily Pivots for day following 17-Oct-2013
Classic Woodie Camarilla DeMark
R4 103.43 102.30 98.41
R3 101.52 100.39 97.89
R2 99.61 99.61 97.71
R1 98.48 98.48 97.54 98.09
PP 97.70 97.70 97.70 97.50
S1 96.57 96.57 97.18 96.18
S2 95.79 95.79 97.01
S3 93.88 94.66 96.83
S4 91.97 92.75 96.31
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 99.46 96.91 2.55 2.6% 1.42 1.5% 18% False True 30,835
10 99.46 96.71 2.75 2.8% 1.42 1.5% 24% False False 26,231
20 99.46 95.31 4.15 4.3% 1.32 1.4% 49% False False 23,714
40 100.65 95.31 5.34 5.5% 1.38 1.4% 38% False False 22,605
60 100.65 93.99 6.66 6.8% 1.28 1.3% 51% False False 20,412
80 100.65 88.85 11.80 12.1% 1.22 1.3% 72% False False 21,736
100 100.65 88.11 12.54 12.9% 1.26 1.3% 74% False False 21,157
120 100.65 86.89 13.76 14.1% 1.30 1.3% 76% False False 19,623
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 0.21
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 106.94
2.618 103.82
1.618 101.91
1.000 100.73
0.618 100.00
HIGH 98.82
0.618 98.09
0.500 97.87
0.382 97.64
LOW 96.91
0.618 95.73
1.000 95.00
1.618 93.82
2.618 91.91
4.250 88.79
Fisher Pivots for day following 17-Oct-2013
Pivot 1 day 3 day
R1 97.87 98.19
PP 97.70 97.91
S1 97.53 97.64

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

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