NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 10-Oct-2013
Day Change Summary
Previous Current
09-Oct-2013 10-Oct-2013 Change Change % Previous Week
Open 103.29 101.25 -2.04 -2.0% 102.05
High 103.54 103.36 -0.18 -0.2% 103.96
Low 101.02 101.00 -0.02 0.0% 100.64
Close 101.43 102.89 1.46 1.4% 103.53
Range 2.52 2.36 -0.16 -6.3% 3.32
ATR 1.79 1.83 0.04 2.3% 0.00
Volume 150,767 190,843 40,076 26.6% 615,008
Daily Pivots for day following 10-Oct-2013
Classic Woodie Camarilla DeMark
R4 109.50 108.55 104.19
R3 107.14 106.19 103.54
R2 104.78 104.78 103.32
R1 103.83 103.83 103.11 104.31
PP 102.42 102.42 102.42 102.65
S1 101.47 101.47 102.67 101.95
S2 100.06 100.06 102.46
S3 97.70 99.11 102.24
S4 95.34 96.75 101.59
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
5 103.88 101.00 2.88 2.8% 1.84 1.8% 66% False True 143,432
10 103.96 100.64 3.32 3.2% 1.77 1.7% 68% False False 129,408
20 106.68 100.64 6.04 5.9% 1.77 1.7% 37% False False 115,113
40 109.70 100.64 9.06 8.8% 1.83 1.8% 25% False False 95,439
60 109.70 99.65 10.05 9.8% 1.77 1.7% 32% False False 85,162
80 109.70 91.05 18.65 18.1% 1.76 1.7% 63% False False 86,145
100 109.70 90.69 19.01 18.5% 1.75 1.7% 64% False False 81,486
120 109.70 87.49 22.21 21.6% 1.78 1.7% 69% False False 77,447
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.39
2.618 109.54
1.618 107.18
1.000 105.72
0.618 104.82
HIGH 103.36
0.618 102.46
0.500 102.18
0.382 101.90
LOW 101.00
0.618 99.54
1.000 98.64
1.618 97.18
2.618 94.82
4.250 90.97
Fisher Pivots for day following 10-Oct-2013
Pivot 1 day 3 day
R1 102.65 102.74
PP 102.42 102.59
S1 102.18 102.44

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

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