NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 08-Oct-2013
Day Change Summary
Previous Current
07-Oct-2013 08-Oct-2013 Change Change % Previous Week
Open 100.46 100.86 0.40 0.4% 98.70
High 101.06 101.69 0.63 0.6% 100.96
Low 99.25 100.56 1.31 1.3% 97.97
Close 100.75 101.21 0.46 0.5% 100.83
Range 1.81 1.13 -0.68 -37.6% 2.99
ATR 1.44 1.42 -0.02 -1.5% 0.00
Volume 17,803 46,241 28,438 159.7% 113,425
Daily Pivots for day following 08-Oct-2013
Classic Woodie Camarilla DeMark
R4 104.54 104.01 101.83
R3 103.41 102.88 101.52
R2 102.28 102.28 101.42
R1 101.75 101.75 101.31 102.02
PP 101.15 101.15 101.15 101.29
S1 100.62 100.62 101.11 100.89
S2 100.02 100.02 101.00
S3 98.89 99.49 100.90
S4 97.76 98.36 100.59
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
5 101.69 98.59 3.10 3.1% 1.45 1.4% 85% True False 29,149
10 101.69 97.97 3.72 3.7% 1.34 1.3% 87% True False 24,143
20 102.29 97.97 4.32 4.3% 1.39 1.4% 75% False False 21,505
40 104.37 97.97 6.40 6.3% 1.36 1.3% 51% False False 17,767
60 104.37 96.50 7.87 7.8% 1.33 1.3% 60% False False 15,630
80 104.37 89.48 14.89 14.7% 1.29 1.3% 79% False False 15,098
Crabel Price Patterns
NR True
NR4 False
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 False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.49
2.618 104.65
1.618 103.52
1.000 102.82
0.618 102.39
HIGH 101.69
0.618 101.26
0.500 101.13
0.382 100.99
LOW 100.56
0.618 99.86
1.000 99.43
1.618 98.73
2.618 97.60
4.250 95.76
Fisher Pivots for day following 08-Oct-2013
Pivot 1 day 3 day
R1 101.18 100.96
PP 101.15 100.72
S1 101.13 100.47

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

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