NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 02-Oct-2013
Day Change Summary
Previous Current
01-Oct-2013 02-Oct-2013 Change Change % Previous Week
Open 99.12 98.65 -0.47 -0.5% 100.05
High 99.28 100.64 1.36 1.4% 100.34
Low 98.08 98.59 0.51 0.5% 98.50
Close 99.06 100.63 1.57 1.6% 99.37
Range 1.20 2.05 0.85 70.8% 1.84
ATR 1.41 1.46 0.05 3.2% 0.00
Volume 15,260 21,296 6,036 39.6% 106,002
Daily Pivots for day following 02-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.10 105.42 101.76
R3 104.05 103.37 101.19
R2 102.00 102.00 101.01
R1 101.32 101.32 100.82 101.66
PP 99.95 99.95 99.95 100.13
S1 99.27 99.27 100.44 99.61
S2 97.90 97.90 100.25
S3 95.85 97.22 100.07
S4 93.80 95.17 99.50
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 104.92 103.99 100.38
R3 103.08 102.15 99.88
R2 101.24 101.24 99.71
R1 100.31 100.31 99.54 99.86
PP 99.40 99.40 99.40 99.18
S1 98.47 98.47 99.20 98.02
S2 97.56 97.56 99.03
S3 95.72 96.63 98.86
S4 93.88 94.79 98.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.64 97.97 2.67 2.7% 1.34 1.3% 100% True False 18,629
10 102.29 97.97 4.32 4.3% 1.36 1.3% 62% False False 20,300
20 103.14 97.97 5.17 5.1% 1.41 1.4% 51% False False 18,193
40 104.37 96.50 7.87 7.8% 1.37 1.4% 52% False False 15,707
60 104.37 95.82 8.55 8.5% 1.31 1.3% 56% False False 14,865
80 104.37 89.48 14.89 14.8% 1.28 1.3% 75% False False 13,867
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 109.35
2.618 106.01
1.618 103.96
1.000 102.69
0.618 101.91
HIGH 100.64
0.618 99.86
0.500 99.62
0.382 99.37
LOW 98.59
0.618 97.32
1.000 96.54
1.618 95.27
2.618 93.22
4.250 89.88
Fisher Pivots for day following 02-Oct-2013
Pivot 1 day 3 day
R1 100.29 100.19
PP 99.95 99.75
S1 99.62 99.31

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

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