NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 04-Oct-2013
Day Change Summary
Previous Current
03-Oct-2013 04-Oct-2013 Change Change % Previous Week
Open 103.38 102.59 -0.79 -0.8% 102.05
High 103.96 103.79 -0.17 -0.2% 103.96
Low 102.55 102.54 -0.01 0.0% 100.64
Close 102.97 103.53 0.56 0.5% 103.53
Range 1.41 1.25 -0.16 -11.3% 3.32
ATR 1.80 1.76 -0.04 -2.2% 0.00
Volume 190,785 127,698 -63,087 -33.1% 615,008
Daily Pivots for day following 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 107.04 106.53 104.22
R3 105.79 105.28 103.87
R2 104.54 104.54 103.76
R1 104.03 104.03 103.64 104.29
PP 103.29 103.29 103.29 103.41
S1 102.78 102.78 103.42 103.04
S2 102.04 102.04 103.30
S3 100.79 101.53 103.19
S4 99.54 100.28 102.84
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 112.67 111.42 105.36
R3 109.35 108.10 104.44
R2 106.03 106.03 104.14
R1 104.78 104.78 103.83 105.41
PP 102.71 102.71 102.71 103.02
S1 101.46 101.46 103.23 102.09
S2 99.39 99.39 102.92
S3 96.07 98.14 102.62
S4 92.75 94.82 101.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.96 100.64 3.32 3.2% 1.68 1.6% 87% False False 123,001
10 104.07 100.64 3.43 3.3% 1.57 1.5% 84% False False 116,728
20 107.79 100.64 7.15 6.9% 1.73 1.7% 40% False False 101,493
40 109.70 100.50 9.20 8.9% 1.78 1.7% 33% False False 87,084
60 109.70 99.65 10.05 9.7% 1.73 1.7% 39% False False 80,677
80 109.70 91.05 18.65 18.0% 1.73 1.7% 67% False False 81,981
100 109.70 90.69 19.01 18.4% 1.75 1.7% 68% False False 77,785
120 109.70 85.52 24.18 23.4% 1.78 1.7% 74% False False 74,690
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 109.10
2.618 107.06
1.618 105.81
1.000 105.04
0.618 104.56
HIGH 103.79
0.618 103.31
0.500 103.17
0.382 103.02
LOW 102.54
0.618 101.77
1.000 101.29
1.618 100.52
2.618 99.27
4.250 97.23
Fisher Pivots for day following 04-Oct-2013
Pivot 1 day 3 day
R1 103.41 103.19
PP 103.29 102.86
S1 103.17 102.52

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

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