NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 96.61 96.96 0.35 0.4% 99.80
High 97.22 98.15 0.93 1.0% 99.98
Low 96.36 96.78 0.42 0.4% 95.54
Close 97.04 98.09 1.05 1.1% 97.04
Range 0.86 1.37 0.51 59.3% 4.44
ATR 1.52 1.51 -0.01 -0.7% 0.00
Volume 39,724 29,557 -10,167 -25.6% 213,937
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 101.78 101.31 98.84
R3 100.41 99.94 98.47
R2 99.04 99.04 98.34
R1 98.57 98.57 98.22 98.81
PP 97.67 97.67 97.67 97.79
S1 97.20 97.20 97.96 97.44
S2 96.30 96.30 97.84
S3 94.93 95.83 97.71
S4 93.56 94.46 97.34
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 110.84 108.38 99.48
R3 106.40 103.94 98.26
R2 101.96 101.96 97.85
R1 99.50 99.50 97.45 98.51
PP 97.52 97.52 97.52 97.03
S1 95.06 95.06 96.63 94.07
S2 93.08 93.08 96.23
S3 88.64 90.62 95.82
S4 84.20 86.18 94.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.57 95.54 4.03 4.1% 1.52 1.6% 63% False False 43,343
10 101.81 95.54 6.27 6.4% 1.52 1.6% 41% False False 39,222
20 101.81 95.54 6.27 6.4% 1.53 1.6% 41% False False 35,739
40 103.14 95.54 7.60 7.7% 1.49 1.5% 34% False False 26,795
60 104.37 95.54 8.83 9.0% 1.42 1.4% 29% False False 22,086
80 104.37 95.29 9.08 9.3% 1.34 1.4% 31% False False 20,039
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.97
2.618 101.74
1.618 100.37
1.000 99.52
0.618 99.00
HIGH 98.15
0.618 97.63
0.500 97.47
0.382 97.30
LOW 96.78
0.618 95.93
1.000 95.41
1.618 94.56
2.618 93.19
4.250 90.96
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 97.88 97.68
PP 97.67 97.26
S1 97.47 96.85

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

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