NYMEX Light Sweet Crude Oil Future March 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 100.90 100.33 -0.57 -0.6% 100.46
High 100.93 101.26 0.33 0.3% 101.69
Low 99.43 99.98 0.55 0.6% 99.23
Close 100.85 101.12 0.27 0.3% 100.85
Range 1.50 1.28 -0.22 -14.7% 2.46
ATR 1.53 1.51 -0.02 -1.1% 0.00
Volume 43,014 54,548 11,534 26.8% 171,056
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 104.63 104.15 101.82
R3 103.35 102.87 101.47
R2 102.07 102.07 101.35
R1 101.59 101.59 101.24 101.83
PP 100.79 100.79 100.79 100.91
S1 100.31 100.31 101.00 100.55
S2 99.51 99.51 100.89
S3 98.23 99.03 100.77
S4 96.95 97.75 100.42
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 107.97 106.87 102.20
R3 105.51 104.41 101.53
R2 103.05 103.05 101.30
R1 101.95 101.95 101.08 102.50
PP 100.59 100.59 100.59 100.87
S1 99.49 99.49 100.62 100.04
S2 98.13 98.13 100.40
S3 95.67 97.03 100.17
S4 93.21 94.57 99.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.69 99.23 2.46 2.4% 1.60 1.6% 77% False False 41,560
10 101.69 98.08 3.61 3.6% 1.53 1.5% 84% False False 32,256
20 102.29 97.97 4.32 4.3% 1.51 1.5% 73% False False 26,358
40 104.37 97.97 6.40 6.3% 1.43 1.4% 49% False False 20,664
60 104.37 96.50 7.87 7.8% 1.37 1.4% 59% False False 17,426
80 104.37 89.48 14.89 14.7% 1.31 1.3% 78% False False 16,754
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 False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.70
2.618 104.61
1.618 103.33
1.000 102.54
0.618 102.05
HIGH 101.26
0.618 100.77
0.500 100.62
0.382 100.47
LOW 99.98
0.618 99.19
1.000 98.70
1.618 97.91
2.618 96.63
4.250 94.54
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 100.95 100.90
PP 100.79 100.68
S1 100.62 100.46

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

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