NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 10-Oct-2013
Day Change Summary
Previous Current
09-Oct-2013 10-Oct-2013 Change Change % Previous Week
Open 103.49 101.46 -2.03 -2.0% 102.46
High 103.75 103.57 -0.18 -0.2% 104.38
Low 101.18 101.16 -0.02 0.0% 101.05
Close 101.61 103.01 1.40 1.4% 103.84
Range 2.57 2.41 -0.16 -6.2% 3.33
ATR 1.87 1.91 0.04 2.1% 0.00
Volume 283,131 296,858 13,727 4.8% 1,141,683
Daily Pivots for day following 10-Oct-2013
Classic Woodie Camarilla DeMark
R4 109.81 108.82 104.34
R3 107.40 106.41 103.67
R2 104.99 104.99 103.45
R1 104.00 104.00 103.23 104.50
PP 102.58 102.58 102.58 102.83
S1 101.59 101.59 102.79 102.09
S2 100.17 100.17 102.57
S3 97.76 99.18 102.35
S4 95.35 96.77 101.68
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
5 104.19 101.16 3.03 2.9% 1.88 1.8% 61% False True 241,681
10 104.38 101.05 3.33 3.2% 1.83 1.8% 59% False False 241,719
20 108.15 101.05 7.10 6.9% 1.83 1.8% 28% False False 228,388
40 111.34 101.05 10.29 10.0% 1.92 1.9% 19% False False 152,877
60 111.34 100.80 10.54 10.2% 1.86 1.8% 21% False False 116,830
80 111.34 91.95 19.39 18.8% 1.83 1.8% 57% False False 96,870
100 111.34 91.22 20.12 19.5% 1.79 1.7% 59% False False 80,971
120 111.34 87.81 23.53 22.8% 1.78 1.7% 65% False False 69,189
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.81
2.618 109.88
1.618 107.47
1.000 105.98
0.618 105.06
HIGH 103.57
0.618 102.65
0.500 102.37
0.382 102.08
LOW 101.16
0.618 99.67
1.000 98.75
1.618 97.26
2.618 94.85
4.250 90.92
Fisher Pivots for day following 10-Oct-2013
Pivot 1 day 3 day
R1 102.80 102.88
PP 102.58 102.75
S1 102.37 102.62

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

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