NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 97.33 96.48 -0.85 -0.9% 97.17
High 97.33 96.76 -0.57 -0.6% 98.67
Low 96.95 96.21 -0.74 -0.8% 96.50
Close 97.12 96.29 -0.83 -0.9% 97.12
Range 0.38 0.55 0.17 44.7% 2.17
ATR 1.02 1.02 -0.01 -0.8% 0.00
Volume 3,082 3,899 817 26.5% 15,339
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 98.07 97.73 96.59
R3 97.52 97.18 96.44
R2 96.97 96.97 96.39
R1 96.63 96.63 96.34 96.53
PP 96.42 96.42 96.42 96.37
S1 96.08 96.08 96.24 95.98
S2 95.87 95.87 96.19
S3 95.32 95.53 96.14
S4 94.77 94.98 95.99
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 103.94 102.70 98.31
R3 101.77 100.53 97.72
R2 99.60 99.60 97.52
R1 98.36 98.36 97.32 97.90
PP 97.43 97.43 97.43 97.20
S1 96.19 96.19 96.92 95.73
S2 95.26 95.26 96.72
S3 93.09 94.02 96.52
S4 90.92 91.85 95.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.67 96.21 2.46 2.6% 0.74 0.8% 3% False True 3,166
10 98.67 96.02 2.65 2.8% 0.85 0.9% 10% False False 2,910
20 98.67 94.70 3.97 4.1% 0.81 0.8% 40% False False 2,264
40 99.49 94.70 4.79 5.0% 0.79 0.8% 33% False False 2,131
60 99.49 93.82 5.67 5.9% 0.74 0.8% 44% False False 2,012
80 99.49 90.26 9.23 9.6% 0.67 0.7% 65% False False 2,297
100 99.49 88.01 11.48 11.9% 0.61 0.6% 72% False False 2,599
120 99.49 88.01 11.48 11.9% 0.57 0.6% 72% False False 2,318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.10
2.618 98.20
1.618 97.65
1.000 97.31
0.618 97.10
HIGH 96.76
0.618 96.55
0.500 96.49
0.382 96.42
LOW 96.21
0.618 95.87
1.000 95.66
1.618 95.32
2.618 94.77
4.250 93.87
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 96.49 97.00
PP 96.42 96.76
S1 96.36 96.53

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

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