NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 100.33 100.86 0.53 0.5% 100.46
High 101.26 100.97 -0.29 -0.3% 101.69
Low 99.98 99.97 -0.01 0.0% 99.23
Close 101.12 100.26 -0.86 -0.9% 100.85
Range 1.28 1.00 -0.28 -21.9% 2.46
ATR 1.51 1.48 -0.03 -1.7% 0.00
Volume 54,548 22,641 -31,907 -58.5% 171,056
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 103.40 102.83 100.81
R3 102.40 101.83 100.54
R2 101.40 101.40 100.44
R1 100.83 100.83 100.35 100.62
PP 100.40 100.40 100.40 100.29
S1 99.83 99.83 100.17 99.62
S2 99.40 99.40 100.08
S3 98.40 98.83 99.99
S4 97.40 97.83 99.71
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
5 101.49 99.23 2.26 2.3% 1.57 1.6% 46% False False 36,840
10 101.69 98.59 3.10 3.1% 1.51 1.5% 54% False False 32,994
20 102.29 97.97 4.32 4.3% 1.48 1.5% 53% False False 26,493
40 104.37 97.97 6.40 6.4% 1.44 1.4% 36% False False 20,895
60 104.37 96.50 7.87 7.8% 1.37 1.4% 48% False False 17,501
80 104.37 89.48 14.89 14.9% 1.29 1.3% 72% False False 16,916
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.20
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 105.22
2.618 103.59
1.618 102.59
1.000 101.97
0.618 101.59
HIGH 100.97
0.618 100.59
0.500 100.47
0.382 100.35
LOW 99.97
0.618 99.35
1.000 98.97
1.618 98.35
2.618 97.35
4.250 95.72
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 100.47 100.35
PP 100.40 100.32
S1 100.33 100.29

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

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