NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 04-Oct-2013
Day Change Summary
Previous Current
03-Oct-2013 04-Oct-2013 Change Change % Previous Week
Open 100.14 99.88 -0.26 -0.3% 98.70
High 100.96 100.91 -0.05 0.0% 100.96
Low 99.78 99.81 0.03 0.0% 97.97
Close 100.19 100.83 0.64 0.6% 100.83
Range 1.18 1.10 -0.08 -6.8% 2.99
ATR 1.44 1.41 -0.02 -1.7% 0.00
Volume 34,840 25,565 -9,275 -26.6% 113,425
Daily Pivots for day following 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 103.82 103.42 101.44
R3 102.72 102.32 101.13
R2 101.62 101.62 101.03
R1 101.22 101.22 100.93 101.42
PP 100.52 100.52 100.52 100.62
S1 100.12 100.12 100.73 100.32
S2 99.42 99.42 100.63
S3 98.32 99.02 100.53
S4 97.22 97.92 100.23
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 108.89 107.85 102.47
R3 105.90 104.86 101.65
R2 102.91 102.91 101.38
R1 101.87 101.87 101.10 102.39
PP 99.92 99.92 99.92 100.18
S1 98.88 98.88 100.56 99.40
S2 96.93 96.93 100.28
S3 93.94 95.89 100.01
S4 90.95 92.90 99.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.96 97.97 2.99 3.0% 1.40 1.4% 96% False False 22,685
10 100.96 97.97 2.99 3.0% 1.28 1.3% 96% False False 21,942
20 102.79 97.97 4.82 4.8% 1.41 1.4% 59% False False 20,201
40 104.37 97.07 7.30 7.2% 1.36 1.3% 52% False False 16,694
60 104.37 96.50 7.87 7.8% 1.32 1.3% 55% False False 15,068
80 104.37 89.48 14.89 14.8% 1.28 1.3% 76% False False 14,441
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 105.59
2.618 103.79
1.618 102.69
1.000 102.01
0.618 101.59
HIGH 100.91
0.618 100.49
0.500 100.36
0.382 100.23
LOW 99.81
0.618 99.13
1.000 98.71
1.618 98.03
2.618 96.93
4.250 95.14
Fisher Pivots for day following 04-Oct-2013
Pivot 1 day 3 day
R1 100.67 100.48
PP 100.52 100.13
S1 100.36 99.78

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

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