NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 01-Oct-2013
Day Change Summary
Previous Current
30-Sep-2013 01-Oct-2013 Change Change % Previous Week
Open 102.05 101.85 -0.20 -0.2% 103.83
High 102.33 102.11 -0.22 -0.2% 104.07
Low 100.64 100.73 0.09 0.1% 101.57
Close 101.90 101.69 -0.21 -0.2% 102.34
Range 1.69 1.38 -0.31 -18.3% 2.50
ATR 1.79 1.76 -0.03 -1.6% 0.00
Volume 101,531 98,079 -3,452 -3.4% 552,278
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.65 105.05 102.45
R3 104.27 103.67 102.07
R2 102.89 102.89 101.94
R1 102.29 102.29 101.82 101.90
PP 101.51 101.51 101.51 101.32
S1 100.91 100.91 101.56 100.52
S2 100.13 100.13 101.44
S3 98.75 99.53 101.31
S4 97.37 98.15 100.93
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 110.16 108.75 103.72
R3 107.66 106.25 103.03
R2 105.16 105.16 102.80
R1 103.75 103.75 102.57 103.21
PP 102.66 102.66 102.66 102.39
S1 101.25 101.25 102.11 100.71
S2 100.16 100.16 101.88
S3 97.66 98.75 101.65
S4 95.16 96.25 100.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.35 100.64 2.71 2.7% 1.46 1.4% 39% False False 106,704
10 106.68 100.64 6.04 5.9% 1.74 1.7% 17% False False 106,306
20 108.12 100.64 7.48 7.4% 1.69 1.7% 14% False False 90,874
40 109.70 99.65 10.05 9.9% 1.79 1.8% 20% False False 80,729
60 109.70 98.69 11.01 10.8% 1.71 1.7% 27% False False 79,341
80 109.70 91.05 18.65 18.3% 1.72 1.7% 57% False False 79,565
100 109.70 90.69 19.01 18.7% 1.75 1.7% 58% False False 75,396
120 109.70 85.52 24.18 23.8% 1.81 1.8% 67% False False 72,900
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.98
2.618 105.72
1.618 104.34
1.000 103.49
0.618 102.96
HIGH 102.11
0.618 101.58
0.500 101.42
0.382 101.26
LOW 100.73
0.618 99.88
1.000 99.35
1.618 98.50
2.618 97.12
4.250 94.87
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 101.60 101.91
PP 101.51 101.84
S1 101.42 101.76

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

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