NYMEX Light Sweet Crude Oil Future November 2013

Trading Metrics calculated at close of trading on 09-Oct-2013

Day Change Summary
	Previous	Current
	08-Oct-2013	09-Oct-2013	Change	Change %	Previous Week
Open	103.16	103.49	0.33	0.3%	102.46
High	104.08	103.75	-0.33	-0.3%	104.38
Low	102.85	101.18	-1.67	-1.6%	101.05
Close	103.49	101.61	-1.88	-1.8%	103.84
Range	1.23	2.57	1.34	108.9%	3.33
ATR	1.81	1.87	0.05	3.0%	0.00
Volume	194,195	283,131	88,936	45.8%	1,141,683

Daily Pivots for day following 09-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	109.89	108.32	103.02
R3	107.32	105.75	102.32
R2	104.75	104.75	102.08
R1	103.18	103.18	101.85	102.68
PP	102.18	102.18	102.18	101.93
S1	100.61	100.61	101.37	100.11
S2	99.61	99.61	101.14
S3	97.04	98.04	100.90
S4	94.47	95.47	100.20

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	101.18	3.20	3.1%	1.70	1.7%	13%	False	True	227,554
10	104.38	101.05	3.33	3.3%	1.70	1.7%	17%	False	False	230,411
20	108.24	101.05	7.19	7.1%	1.80	1.8%	8%	False	False	219,358
40	111.34	101.05	10.29	10.1%	1.89	1.9%	5%	False	False	146,946
60	111.34	100.80	10.54	10.4%	1.84	1.8%	8%	False	False	112,223
80	111.34	91.95	19.39	19.1%	1.82	1.8%	50%	False	False	93,420
100	111.34	91.22	20.12	19.8%	1.78	1.8%	52%	False	False	78,129
120	111.34	87.54	23.80	23.4%	1.78	1.7%	59%	False	False	66,740

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	114.67
2.618	110.48
1.618	107.91
1.000	106.32
0.618	105.34
HIGH	103.75
0.618	102.77
0.500	102.47
0.382	102.16
LOW	101.18
0.618	99.59
1.000	98.61
1.618	97.02
2.618	94.45
4.250	90.26

Fisher Pivots for day following 09-Oct-2013
Pivot	1 day	3 day
R1	102.47	102.63
PP	102.18	102.29
S1	101.90	101.95

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols