NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 07-Oct-2013
Day Change Summary
Previous Current
04-Oct-2013 07-Oct-2013 Change Change % Previous Week
Open 101.88 102.48 0.60 0.6% 101.10
High 103.03 102.82 -0.21 -0.2% 103.10
Low 101.88 101.05 -0.83 -0.8% 99.90
Close 102.82 102.33 -0.49 -0.5% 102.82
Range 1.15 1.77 0.62 53.9% 3.20
ATR 1.62 1.63 0.01 0.7% 0.00
Volume 57,794 33,431 -24,363 -42.2% 238,936
Daily Pivots for day following 07-Oct-2013
Classic Woodie Camarilla DeMark
R4 107.38 106.62 103.30
R3 105.61 104.85 102.82
R2 103.84 103.84 102.65
R1 103.08 103.08 102.49 102.58
PP 102.07 102.07 102.07 101.81
S1 101.31 101.31 102.17 100.81
S2 100.30 100.30 102.01
S3 98.53 99.54 101.84
S4 96.76 97.77 101.36
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
5 103.10 100.02 3.08 3.0% 1.58 1.5% 75% False False 47,891
10 103.10 99.90 3.20 3.1% 1.48 1.4% 76% False False 41,734
20 105.15 99.90 5.25 5.1% 1.61 1.6% 46% False False 34,779
40 107.94 99.90 8.04 7.9% 1.62 1.6% 30% False False 28,007
60 107.94 98.55 9.39 9.2% 1.56 1.5% 40% False False 24,395
80 107.94 90.40 17.54 17.1% 1.54 1.5% 68% False False 22,831
100 107.94 90.35 17.59 17.2% 1.50 1.5% 68% False False 19,452
120 107.94 85.58 22.36 21.9% 1.51 1.5% 75% False False 17,100
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 0.35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.34
2.618 107.45
1.618 105.68
1.000 104.59
0.618 103.91
HIGH 102.82
0.618 102.14
0.500 101.94
0.382 101.73
LOW 101.05
0.618 99.96
1.000 99.28
1.618 98.19
2.618 96.42
4.250 93.53
Fisher Pivots for day following 07-Oct-2013
Pivot 1 day 3 day
R1 102.20 102.25
PP 102.07 102.16
S1 101.94 102.08

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

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