NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 07-Oct-2013
Day Change Summary
Previous Current
04-Oct-2013 07-Oct-2013 Change Change % Previous Week
Open 102.92 103.45 0.53 0.5% 102.46
High 104.19 103.74 -0.45 -0.4% 104.38
Low 102.90 101.86 -1.04 -1.0% 101.05
Close 103.84 103.03 -0.81 -0.8% 103.84
Range 1.29 1.88 0.59 45.7% 3.33
ATR 1.85 1.86 0.01 0.5% 0.00
Volume 165,197 269,025 103,828 62.9% 1,141,683
Daily Pivots for day following 07-Oct-2013
Classic Woodie Camarilla DeMark
R4 108.52 107.65 104.06
R3 106.64 105.77 103.55
R2 104.76 104.76 103.37
R1 103.89 103.89 103.20 103.39
PP 102.88 102.88 102.88 102.62
S1 102.01 102.01 102.86 101.51
S2 101.00 101.00 102.69
S3 99.12 100.13 102.51
S4 97.24 98.25 102.00
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 113.08 111.79 105.67
R3 109.75 108.46 104.76
R2 106.42 106.42 104.45
R1 105.13 105.13 104.15 105.78
PP 103.09 103.09 103.09 103.41
S1 101.80 101.80 103.53 102.45
S2 99.76 99.76 103.23
S3 96.43 98.47 102.92
S4 93.10 95.14 102.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.38 101.06 3.32 3.2% 1.80 1.7% 59% False False 236,800
10 104.38 101.05 3.33 3.2% 1.63 1.6% 59% False False 232,252
20 108.24 101.05 7.19 7.0% 1.81 1.8% 28% False False 206,160
40 111.34 101.05 10.29 10.0% 1.87 1.8% 19% False False 138,067
60 111.34 100.80 10.54 10.2% 1.82 1.8% 21% False False 105,229
80 111.34 91.95 19.39 18.8% 1.80 1.7% 57% False False 87,985
100 111.34 91.22 20.12 19.5% 1.78 1.7% 59% False False 73,557
120 111.34 85.96 25.38 24.6% 1.77 1.7% 67% False False 62,886
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 True
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.73
2.618 108.66
1.618 106.78
1.000 105.62
0.618 104.90
HIGH 103.74
0.618 103.02
0.500 102.80
0.382 102.58
LOW 101.86
0.618 100.70
1.000 99.98
1.618 98.82
2.618 96.94
4.250 93.87
Fisher Pivots for day following 07-Oct-2013
Pivot 1 day 3 day
R1 102.95 103.12
PP 102.88 103.09
S1 102.80 103.06

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

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