NYMEX Light Sweet Crude Oil Future January 2014


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 102.84 100.83 -2.01 -2.0% 101.10
High 103.01 102.91 -0.10 -0.1% 103.10
Low 100.57 100.63 0.06 0.1% 99.90
Close 100.97 102.49 1.52 1.5% 102.82
Range 2.44 2.28 -0.16 -6.6% 3.20
ATR 1.66 1.70 0.04 2.7% 0.00
Volume 53,481 65,675 12,194 22.8% 238,936
Daily Pivots for day following 10-Oct-2013
Classic Woodie Camarilla DeMark
R4 108.85 107.95 103.74
R3 106.57 105.67 103.12
R2 104.29 104.29 102.91
R1 103.39 103.39 102.70 103.84
PP 102.01 102.01 102.01 102.24
S1 101.11 101.11 102.28 101.56
S2 99.73 99.73 102.07
S3 97.45 98.83 101.86
S4 95.17 96.55 101.24
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
5 103.34 100.57 2.77 2.7% 1.76 1.7% 69% False False 57,104
10 103.34 99.90 3.44 3.4% 1.67 1.6% 75% False False 49,020
20 105.15 99.90 5.25 5.1% 1.67 1.6% 49% False False 41,023
40 107.94 99.90 8.04 7.8% 1.67 1.6% 32% False False 31,338
60 107.94 98.55 9.39 9.2% 1.60 1.6% 42% False False 26,859
80 107.94 90.40 17.54 17.1% 1.57 1.5% 69% False False 24,940
100 107.94 90.35 17.59 17.2% 1.52 1.5% 69% False False 21,277
120 107.94 87.41 20.53 20.0% 1.53 1.5% 73% False False 18,643
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.60
2.618 108.88
1.618 106.60
1.000 105.19
0.618 104.32
HIGH 102.91
0.618 102.04
0.500 101.77
0.382 101.50
LOW 100.63
0.618 99.22
1.000 98.35
1.618 96.94
2.618 94.66
4.250 90.94
Fisher Pivots for day following 10-Oct-2013
Pivot 1 day 3 day
R1 102.25 102.31
PP 102.01 102.13
S1 101.77 101.96

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

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