NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 101.04 99.47 -1.57 -1.6% 101.51
High 101.23 100.30 -0.93 -0.9% 103.15
Low 99.41 98.11 -1.30 -1.3% 100.21
Close 99.68 98.30 -1.38 -1.4% 101.11
Range 1.82 2.19 0.37 20.3% 2.94
ATR 1.82 1.85 0.03 1.4% 0.00
Volume 301,917 347,314 45,397 15.0% 890,222
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.47 104.08 99.50
R3 103.28 101.89 98.90
R2 101.09 101.09 98.70
R1 99.70 99.70 98.50 99.30
PP 98.90 98.90 98.90 98.71
S1 97.51 97.51 98.10 97.11
S2 96.71 96.71 97.90
S3 94.52 95.32 97.70
S4 92.33 93.13 97.10
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 110.31 108.65 102.73
R3 107.37 105.71 101.92
R2 104.43 104.43 101.65
R1 102.77 102.77 101.38 102.13
PP 101.49 101.49 101.49 101.17
S1 99.83 99.83 100.84 99.19
S2 98.55 98.55 100.57
S3 95.61 96.89 100.30
S4 92.67 93.95 99.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.15 98.11 5.04 5.1% 1.95 2.0% 4% False True 258,745
10 103.54 98.11 5.43 5.5% 1.99 2.0% 3% False True 206,827
20 103.96 98.11 5.85 6.0% 1.78 1.8% 3% False True 163,252
40 109.70 98.11 11.59 11.8% 1.91 1.9% 2% False True 123,479
60 109.70 98.11 11.59 11.8% 1.81 1.8% 2% False True 104,835
80 109.70 93.94 15.76 16.0% 1.75 1.8% 28% False False 100,373
100 109.70 90.69 19.01 19.3% 1.75 1.8% 40% False False 94,582
120 109.70 90.69 19.01 19.3% 1.76 1.8% 40% False False 88,144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109.61
2.618 106.03
1.618 103.84
1.000 102.49
0.618 101.65
HIGH 100.30
0.618 99.46
0.500 99.21
0.382 98.95
LOW 98.11
0.618 96.76
1.000 95.92
1.618 94.57
2.618 92.38
4.250 88.80
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 99.21 100.05
PP 98.90 99.46
S1 98.60 98.88

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

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