NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 96.52 95.61 -0.91 -0.9% 97.17
High 96.56 95.61 -0.95 -1.0% 98.67
Low 95.51 93.87 -1.64 -1.7% 96.50
Close 95.61 94.00 -1.61 -1.7% 97.12
Range 1.05 1.74 0.69 65.7% 2.17
ATR 1.02 1.07 0.05 5.1% 0.00
Volume 2,734 5,453 2,719 99.5% 15,339
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 99.71 98.60 94.96
R3 97.97 96.86 94.48
R2 96.23 96.23 94.32
R1 95.12 95.12 94.16 94.81
PP 94.49 94.49 94.49 94.34
S1 93.38 93.38 93.84 93.07
S2 92.75 92.75 93.68
S3 91.01 91.64 93.52
S4 89.27 89.90 93.04
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 97.78 93.87 3.91 4.2% 1.00 1.1% 3% False True 3,739
10 98.67 93.87 4.80 5.1% 0.94 1.0% 3% False True 3,344
20 98.67 93.87 4.80 5.1% 0.91 1.0% 3% False True 2,524
40 99.49 93.87 5.62 6.0% 0.82 0.9% 2% False True 2,277
60 99.49 93.82 5.67 6.0% 0.76 0.8% 3% False False 2,114
80 99.49 91.74 7.75 8.2% 0.69 0.7% 29% False False 2,335
100 99.49 88.01 11.48 12.2% 0.62 0.7% 52% False False 2,652
120 99.49 88.01 11.48 12.2% 0.59 0.6% 52% False False 2,370
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 0.07
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 103.01
2.618 100.17
1.618 98.43
1.000 97.35
0.618 96.69
HIGH 95.61
0.618 94.95
0.500 94.74
0.382 94.53
LOW 93.87
0.618 92.79
1.000 92.13
1.618 91.05
2.618 89.31
4.250 86.48
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 94.74 95.32
PP 94.49 94.88
S1 94.25 94.44

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

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