NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 102.94 101.37 -1.57 -1.5% 103.45
High 102.95 102.62 -0.33 -0.3% 104.08
Low 100.60 101.06 0.46 0.5% 100.60
Close 102.02 102.41 0.39 0.4% 102.02
Range 2.35 1.56 -0.79 -33.6% 3.48
ATR 1.94 1.92 -0.03 -1.4% 0.00
Volume 298,216 170,674 -127,542 -42.8% 1,341,425
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.71 106.12 103.27
R3 105.15 104.56 102.84
R2 103.59 103.59 102.70
R1 103.00 103.00 102.55 103.30
PP 102.03 102.03 102.03 102.18
S1 101.44 101.44 102.27 101.74
S2 100.47 100.47 102.12
S3 98.91 99.88 101.98
S4 97.35 98.32 101.55
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 112.67 110.83 103.93
R3 109.19 107.35 102.98
R2 105.71 105.71 102.66
R1 103.87 103.87 102.34 103.05
PP 102.23 102.23 102.23 101.83
S1 100.39 100.39 101.70 99.57
S2 98.75 98.75 101.38
S3 95.27 96.91 101.06
S4 91.79 93.43 100.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.08 100.60 3.48 3.4% 2.02 2.0% 52% False False 248,614
10 104.38 100.60 3.78 3.7% 1.91 1.9% 48% False False 242,707
20 108.15 100.60 7.55 7.4% 1.87 1.8% 24% False False 238,491
40 111.34 100.60 10.74 10.5% 1.96 1.9% 17% False False 161,680
60 111.34 100.60 10.74 10.5% 1.87 1.8% 17% False False 123,513
80 111.34 91.95 19.39 18.9% 1.83 1.8% 54% False False 102,192
100 111.34 91.22 20.12 19.6% 1.80 1.8% 56% False False 85,443
120 111.34 89.26 22.08 21.6% 1.79 1.7% 60% False False 72,959
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109.25
2.618 106.70
1.618 105.14
1.000 104.18
0.618 103.58
HIGH 102.62
0.618 102.02
0.500 101.84
0.382 101.66
LOW 101.06
0.618 100.10
1.000 99.50
1.618 98.54
2.618 96.98
4.250 94.43
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 102.22 102.30
PP 102.03 102.19
S1 101.84 102.09

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

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