NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 02-Oct-2013
Day Change Summary
Previous Current
01-Oct-2013 02-Oct-2013 Change Change % Previous Week
Open 101.85 101.24 -0.61 -0.6% 103.83
High 102.11 103.75 1.64 1.6% 104.07
Low 100.73 101.08 0.35 0.3% 101.57
Close 101.69 103.64 1.95 1.9% 102.34
Range 1.38 2.67 1.29 93.5% 2.50
ATR 1.76 1.83 0.06 3.7% 0.00
Volume 98,079 96,915 -1,164 -1.2% 552,278
Daily Pivots for day following 02-Oct-2013
Classic Woodie Camarilla DeMark
R4 110.83 109.91 105.11
R3 108.16 107.24 104.37
R2 105.49 105.49 104.13
R1 104.57 104.57 103.88 105.03
PP 102.82 102.82 102.82 103.06
S1 101.90 101.90 103.40 102.36
S2 100.15 100.15 103.15
S3 97.48 99.23 102.91
S4 94.81 96.56 102.17
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
5 103.75 100.64 3.11 3.0% 1.63 1.6% 96% True False 99,659
10 106.68 100.64 6.04 5.8% 1.69 1.6% 50% False False 106,510
20 108.12 100.64 7.48 7.2% 1.76 1.7% 40% False False 91,452
40 109.70 99.65 10.05 9.7% 1.80 1.7% 40% False False 82,046
60 109.70 99.41 10.29 9.9% 1.73 1.7% 41% False False 79,319
80 109.70 91.05 18.65 18.0% 1.75 1.7% 68% False False 79,370
100 109.70 90.69 19.01 18.3% 1.75 1.7% 68% False False 75,743
120 109.70 85.52 24.18 23.3% 1.81 1.7% 75% False False 73,350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 115.10
2.618 110.74
1.618 108.07
1.000 106.42
0.618 105.40
HIGH 103.75
0.618 102.73
0.500 102.42
0.382 102.10
LOW 101.08
0.618 99.43
1.000 98.41
1.618 96.76
2.618 94.09
4.250 89.73
Fisher Pivots for day following 02-Oct-2013
Pivot 1 day 3 day
R1 103.23 103.16
PP 102.82 102.68
S1 102.42 102.20

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

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