NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 101.25 102.84 1.59 1.6% 103.15
High 103.36 102.84 -0.52 -0.5% 103.88
Low 101.00 100.61 -0.39 -0.4% 100.61
Close 102.89 102.06 -0.83 -0.8% 102.06
Range 2.36 2.23 -0.13 -5.5% 3.27
ATR 1.83 1.86 0.03 1.8% 0.00
Volume 190,843 187,207 -3,636 -1.9% 776,671
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 108.53 107.52 103.29
R3 106.30 105.29 102.67
R2 104.07 104.07 102.47
R1 103.06 103.06 102.26 102.45
PP 101.84 101.84 101.84 101.53
S1 100.83 100.83 101.86 100.22
S2 99.61 99.61 101.65
S3 97.38 98.60 101.45
S4 95.15 96.37 100.83
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 111.99 110.30 103.86
R3 108.72 107.03 102.96
R2 105.45 105.45 102.66
R1 103.76 103.76 102.36 102.97
PP 102.18 102.18 102.18 101.79
S1 100.49 100.49 101.76 99.70
S2 98.91 98.91 101.46
S3 95.64 97.22 101.16
S4 92.37 93.95 100.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.88 100.61 3.27 3.2% 2.03 2.0% 44% False True 155,334
10 103.96 100.61 3.35 3.3% 1.86 1.8% 43% False True 139,167
20 106.68 100.61 6.07 5.9% 1.81 1.8% 24% False True 120,488
40 109.70 100.61 9.09 8.9% 1.86 1.8% 16% False True 98,484
60 109.70 99.65 10.05 9.8% 1.78 1.7% 24% False False 87,248
80 109.70 91.05 18.65 18.3% 1.78 1.7% 59% False False 87,879
100 109.70 90.69 19.01 18.6% 1.76 1.7% 60% False False 82,741
120 109.70 88.78 20.92 20.5% 1.79 1.8% 63% False False 78,741
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 False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.32
2.618 108.68
1.618 106.45
1.000 105.07
0.618 104.22
HIGH 102.84
0.618 101.99
0.500 101.73
0.382 101.46
LOW 100.61
0.618 99.23
1.000 98.38
1.618 97.00
2.618 94.77
4.250 91.13
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 101.95 102.08
PP 101.84 102.07
S1 101.73 102.07

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

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