NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 95.13 95.67 0.54 0.6% 97.83
High 96.10 95.97 -0.13 -0.1% 97.87
Low 94.92 95.32 0.40 0.4% 93.95
Close 96.03 95.81 -0.22 -0.2% 95.10
Range 1.18 0.65 -0.53 -44.9% 3.92
ATR 1.37 1.33 -0.05 -3.5% 0.00
Volume 27,024 30,346 3,322 12.3% 197,495
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 97.65 97.38 96.17
R3 97.00 96.73 95.99
R2 96.35 96.35 95.93
R1 96.08 96.08 95.87 96.22
PP 95.70 95.70 95.70 95.77
S1 95.43 95.43 95.75 95.57
S2 95.05 95.05 95.69
S3 94.40 94.78 95.63
S4 93.75 94.13 95.45
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 107.40 105.17 97.26
R3 103.48 101.25 96.18
R2 99.56 99.56 95.82
R1 97.33 97.33 95.46 96.49
PP 95.64 95.64 95.64 95.22
S1 93.41 93.41 94.74 92.57
S2 91.72 91.72 94.38
S3 87.80 89.49 94.02
S4 83.88 85.57 92.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.40 93.95 2.45 2.6% 1.23 1.3% 76% False False 39,070
10 99.46 93.95 5.51 5.8% 1.34 1.4% 34% False False 36,750
20 99.46 93.95 5.51 5.8% 1.35 1.4% 34% False False 30,534
40 99.49 93.95 5.54 5.8% 1.32 1.4% 34% False False 25,447
60 100.65 93.95 6.70 7.0% 1.30 1.4% 28% False False 23,309
80 100.65 93.81 6.84 7.1% 1.23 1.3% 29% False False 23,039
100 100.65 88.11 12.54 13.1% 1.25 1.3% 61% False False 22,669
120 100.65 88.11 12.54 13.1% 1.28 1.3% 61% False False 21,336
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 98.73
2.618 97.67
1.618 97.02
1.000 96.62
0.618 96.37
HIGH 95.97
0.618 95.72
0.500 95.65
0.382 95.57
LOW 95.32
0.618 94.92
1.000 94.67
1.618 94.27
2.618 93.62
4.250 92.56
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 95.76 95.63
PP 95.70 95.46
S1 95.65 95.28

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

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