NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 02-Oct-2013
Day Change Summary
Previous Current
01-Oct-2013 02-Oct-2013 Change Change % Previous Week
Open 95.17 95.23 0.06 0.1% 95.70
High 95.57 96.83 1.26 1.3% 96.34
Low 94.70 95.23 0.53 0.6% 95.29
Close 95.55 96.79 1.24 1.3% 95.69
Range 0.87 1.60 0.73 83.9% 1.05
ATR 0.89 0.94 0.05 5.7% 0.00
Volume 1,826 2,187 361 19.8% 6,235
Daily Pivots for day following 02-Oct-2013
Classic Woodie Camarilla DeMark
R4 101.08 100.54 97.67
R3 99.48 98.94 97.23
R2 97.88 97.88 97.08
R1 97.34 97.34 96.94 97.61
PP 96.28 96.28 96.28 96.42
S1 95.74 95.74 96.64 96.01
S2 94.68 94.68 96.50
S3 93.08 94.14 96.35
S4 91.48 92.54 95.91
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 98.92 98.36 96.27
R3 97.87 97.31 95.98
R2 96.82 96.82 95.88
R1 96.26 96.26 95.79 96.02
PP 95.77 95.77 95.77 95.65
S1 95.21 95.21 95.59 94.97
S2 94.72 94.72 95.50
S3 93.67 94.16 95.40
S4 92.62 93.11 95.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.83 94.70 2.13 2.2% 0.88 0.9% 98% True False 1,568
10 97.44 94.70 2.74 2.8% 0.74 0.8% 76% False False 1,663
20 98.28 94.70 3.58 3.7% 0.72 0.7% 58% False False 1,626
40 99.49 93.93 5.56 5.7% 0.71 0.7% 51% False False 1,847
60 99.49 93.67 5.82 6.0% 0.67 0.7% 54% False False 2,174
80 99.49 88.01 11.48 11.9% 0.58 0.6% 76% False False 2,279
100 99.49 88.01 11.48 11.9% 0.56 0.6% 76% False False 2,368
120 99.49 84.98 14.51 15.0% 0.48 0.5% 81% False False 2,110
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 0.13
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 103.63
2.618 101.02
1.618 99.42
1.000 98.43
0.618 97.82
HIGH 96.83
0.618 96.22
0.500 96.03
0.382 95.84
LOW 95.23
0.618 94.24
1.000 93.63
1.618 92.64
2.618 91.04
4.250 88.43
Fisher Pivots for day following 02-Oct-2013
Pivot 1 day 3 day
R1 96.54 96.45
PP 96.28 96.11
S1 96.03 95.77

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

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