NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 16-Oct-2013
Day Change Summary
Previous Current
15-Oct-2013 16-Oct-2013 Change Change % Previous Week
Open 102.19 100.88 -1.31 -1.3% 103.45
High 102.46 102.97 0.51 0.5% 104.08
Low 100.91 100.75 -0.16 -0.2% 100.60
Close 101.21 102.29 1.08 1.1% 102.02
Range 1.55 2.22 0.67 43.2% 3.48
ATR 1.89 1.91 0.02 1.2% 0.00
Volume 240,218 235,236 -4,982 -2.1% 1,341,425
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 108.66 107.70 103.51
R3 106.44 105.48 102.90
R2 104.22 104.22 102.70
R1 103.26 103.26 102.49 103.74
PP 102.00 102.00 102.00 102.25
S1 101.04 101.04 102.09 101.52
S2 99.78 99.78 101.88
S3 97.56 98.82 101.68
S4 95.34 96.60 101.07
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
5 103.57 100.60 2.97 2.9% 2.02 2.0% 57% False False 248,240
10 104.38 100.60 3.78 3.7% 1.86 1.8% 45% False False 237,897
20 108.15 100.60 7.55 7.4% 1.82 1.8% 22% False False 240,804
40 111.34 100.60 10.74 10.5% 1.97 1.9% 16% False False 170,537
60 111.34 100.60 10.74 10.5% 1.88 1.8% 16% False False 130,160
80 111.34 92.64 18.70 18.3% 1.81 1.8% 52% False False 107,457
100 111.34 91.22 20.12 19.7% 1.81 1.8% 55% False False 89,958
120 111.34 89.26 22.08 21.6% 1.79 1.7% 59% False False 76,766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.41
2.618 108.78
1.618 106.56
1.000 105.19
0.618 104.34
HIGH 102.97
0.618 102.12
0.500 101.86
0.382 101.60
LOW 100.75
0.618 99.38
1.000 98.53
1.618 97.16
2.618 94.94
4.250 91.32
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 102.15 102.15
PP 102.00 102.00
S1 101.86 101.86

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

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