NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 102.35 100.97 -1.38 -1.3% 102.48
High 102.40 102.44 0.04 0.0% 103.34
Low 100.46 100.97 0.51 0.5% 100.46
Close 101.85 102.23 0.38 0.4% 101.85
Range 1.94 1.47 -0.47 -24.2% 2.88
ATR 1.72 1.71 -0.02 -1.1% 0.00
Volume 72,534 91,152 18,618 25.7% 300,262
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.29 105.73 103.04
R3 104.82 104.26 102.63
R2 103.35 103.35 102.50
R1 102.79 102.79 102.36 103.07
PP 101.88 101.88 101.88 102.02
S1 101.32 101.32 102.10 101.60
S2 100.41 100.41 101.96
S3 98.94 99.85 101.83
S4 97.47 98.38 101.42
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 110.52 109.07 103.43
R3 107.64 106.19 102.64
R2 104.76 104.76 102.38
R1 103.31 103.31 102.11 102.60
PP 101.88 101.88 101.88 101.53
S1 100.43 100.43 101.59 99.72
S2 99.00 99.00 101.32
S3 96.12 97.55 101.06
S4 93.24 94.67 100.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.34 100.46 2.88 2.8% 1.86 1.8% 61% False False 71,596
10 103.34 100.02 3.32 3.2% 1.72 1.7% 67% False False 59,744
20 105.15 99.90 5.25 5.1% 1.70 1.7% 44% False False 46,808
40 107.94 99.90 8.04 7.9% 1.71 1.7% 29% False False 34,379
60 107.94 98.55 9.39 9.2% 1.61 1.6% 39% False False 29,028
80 107.94 90.40 17.54 17.2% 1.56 1.5% 67% False False 26,814
100 107.94 90.35 17.59 17.2% 1.53 1.5% 68% False False 22,829
120 107.94 88.45 19.49 19.1% 1.54 1.5% 71% False False 19,959
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 108.69
2.618 106.29
1.618 104.82
1.000 103.91
0.618 103.35
HIGH 102.44
0.618 101.88
0.500 101.71
0.382 101.53
LOW 100.97
0.618 100.06
1.000 99.50
1.618 98.59
2.618 97.12
4.250 94.72
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 102.06 102.05
PP 101.88 101.87
S1 101.71 101.69

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

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