NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 97.76 96.48 -1.28 -1.3% 100.33
High 97.92 97.00 -0.92 -0.9% 101.81
Low 95.79 95.54 -0.25 -0.3% 99.04
Close 96.27 96.40 0.13 0.1% 99.91
Range 2.13 1.46 -0.67 -31.5% 2.77
ATR 1.58 1.57 -0.01 -0.6% 0.00
Volume 54,584 55,107 523 1.0% 203,274
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 100.69 100.01 97.20
R3 99.23 98.55 96.80
R2 97.77 97.77 96.67
R1 97.09 97.09 96.53 96.70
PP 96.31 96.31 96.31 96.12
S1 95.63 95.63 96.27 95.24
S2 94.85 94.85 96.13
S3 93.39 94.17 96.00
S4 91.93 92.71 95.60
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 108.56 107.01 101.43
R3 105.79 104.24 100.67
R2 103.02 103.02 100.42
R1 101.47 101.47 100.16 100.86
PP 100.25 100.25 100.25 99.95
S1 98.70 98.70 99.66 98.09
S2 97.48 97.48 99.40
S3 94.71 95.93 99.15
S4 91.94 93.16 98.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.55 95.54 5.01 5.2% 1.57 1.6% 17% False True 45,466
10 101.81 95.54 6.27 6.5% 1.58 1.6% 14% False True 42,050
20 101.81 95.54 6.27 6.5% 1.54 1.6% 14% False True 33,890
40 103.14 95.54 7.60 7.9% 1.50 1.6% 11% False True 25,859
60 104.37 95.54 8.83 9.2% 1.43 1.5% 10% False True 21,414
80 104.37 94.29 10.08 10.5% 1.35 1.4% 21% False False 19,761
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 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.21
2.618 100.82
1.618 99.36
1.000 98.46
0.618 97.90
HIGH 97.00
0.618 96.44
0.500 96.27
0.382 96.10
LOW 95.54
0.618 94.64
1.000 94.08
1.618 93.18
2.618 91.72
4.250 89.34
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 96.36 97.56
PP 96.31 97.17
S1 96.27 96.79

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

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