NYMEX Light Sweet Crude Oil Future January 2014


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 102.46 101.88 -0.58 -0.6% 101.10
High 103.10 103.03 -0.07 -0.1% 103.10
Low 101.85 101.88 0.03 0.0% 99.90
Close 102.25 102.82 0.57 0.6% 102.82
Range 1.25 1.15 -0.10 -8.0% 3.20
ATR 1.65 1.62 -0.04 -2.2% 0.00
Volume 86,353 57,794 -28,559 -33.1% 238,936
Daily Pivots for day following 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.03 105.57 103.45
R3 104.88 104.42 103.14
R2 103.73 103.73 103.03
R1 103.27 103.27 102.93 103.50
PP 102.58 102.58 102.58 102.69
S1 102.12 102.12 102.71 102.35
S2 101.43 101.43 102.61
S3 100.28 100.97 102.50
S4 99.13 99.82 102.19
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 111.54 110.38 104.58
R3 108.34 107.18 103.70
R2 105.14 105.14 103.41
R1 103.98 103.98 103.11 104.56
PP 101.94 101.94 101.94 102.23
S1 100.78 100.78 102.53 101.36
S2 98.74 98.74 102.23
S3 95.54 97.58 101.94
S4 92.34 94.38 101.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.10 99.90 3.20 3.1% 1.56 1.5% 91% False False 47,787
10 103.10 99.90 3.20 3.1% 1.47 1.4% 91% False False 42,789
20 106.03 99.90 6.13 6.0% 1.60 1.6% 48% False False 34,100
40 107.94 99.26 8.68 8.4% 1.62 1.6% 41% False False 27,910
60 107.94 98.55 9.39 9.1% 1.56 1.5% 45% False False 24,447
80 107.94 90.40 17.54 17.1% 1.53 1.5% 71% False False 22,474
100 107.94 90.35 17.59 17.1% 1.51 1.5% 71% False False 19,167
120 107.94 85.58 22.36 21.7% 1.51 1.5% 77% False False 16,848
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 107.92
2.618 106.04
1.618 104.89
1.000 104.18
0.618 103.74
HIGH 103.03
0.618 102.59
0.500 102.46
0.382 102.32
LOW 101.88
0.618 101.17
1.000 100.73
1.618 100.02
2.618 98.87
4.250 96.99
Fisher Pivots for day following 04-Oct-2013
Pivot 1 day 3 day
R1 102.70 102.46
PP 102.58 102.10
S1 102.46 101.74

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

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