NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 99.61 98.30 -1.31 -1.3% 100.97
High 100.36 98.46 -1.90 -1.9% 102.99
Low 98.30 96.34 -1.96 -2.0% 100.07
Close 98.47 97.00 -1.47 -1.5% 100.99
Range 2.06 2.12 0.06 2.9% 2.92
ATR 1.74 1.77 0.03 1.6% 0.00
Volume 85,096 101,556 16,460 19.3% 377,372
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 103.63 102.43 98.17
R3 101.51 100.31 97.58
R2 99.39 99.39 97.39
R1 98.19 98.19 97.19 97.73
PP 97.27 97.27 97.27 97.04
S1 96.07 96.07 96.81 95.61
S2 95.15 95.15 96.61
S3 93.03 93.95 96.42
S4 90.91 91.83 95.83
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 110.11 108.47 102.60
R3 107.19 105.55 101.79
R2 104.27 104.27 101.53
R1 102.63 102.63 101.26 103.45
PP 101.35 101.35 101.35 101.76
S1 99.71 99.71 100.72 100.53
S2 98.43 98.43 100.45
S3 95.51 96.79 100.19
S4 92.59 93.87 99.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.32 96.34 5.98 6.2% 1.86 1.9% 11% False True 84,722
10 102.99 96.34 6.65 6.9% 1.86 1.9% 10% False True 75,768
20 103.34 96.34 7.00 7.2% 1.71 1.8% 9% False True 61,358
40 107.94 96.34 11.60 12.0% 1.76 1.8% 6% False True 43,790
60 107.94 96.34 11.60 12.0% 1.68 1.7% 6% False True 36,077
80 107.94 94.43 13.51 13.9% 1.57 1.6% 19% False False 32,325
100 107.94 90.40 17.54 18.1% 1.54 1.6% 38% False False 27,764
120 107.94 90.35 17.59 18.1% 1.53 1.6% 38% False False 24,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.47
2.618 104.01
1.618 101.89
1.000 100.58
0.618 99.77
HIGH 98.46
0.618 97.65
0.500 97.40
0.382 97.15
LOW 96.34
0.618 95.03
1.000 94.22
1.618 92.91
2.618 90.79
4.250 87.33
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 97.40 98.72
PP 97.27 98.14
S1 97.13 97.57

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

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