NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 30-Oct-2013
Day Change Summary
Previous Current
29-Oct-2013 30-Oct-2013 Change Change % Previous Week
Open 97.67 97.34 -0.33 -0.3% 99.80
High 97.95 97.52 -0.43 -0.4% 99.98
Low 97.29 96.59 -0.70 -0.7% 95.54
Close 97.72 96.80 -0.92 -0.9% 97.04
Range 0.66 0.93 0.27 40.9% 4.44
ATR 1.46 1.44 -0.02 -1.6% 0.00
Volume 31,809 25,589 -6,220 -19.6% 213,937
Daily Pivots for day following 30-Oct-2013
Classic Woodie Camarilla DeMark
R4 99.76 99.21 97.31
R3 98.83 98.28 97.06
R2 97.90 97.90 96.97
R1 97.35 97.35 96.89 97.16
PP 96.97 96.97 96.97 96.88
S1 96.42 96.42 96.71 96.23
S2 96.04 96.04 96.63
S3 95.11 95.49 96.54
S4 94.18 94.56 96.29
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 98.15 95.54 2.61 2.7% 1.06 1.1% 48% False False 36,357
10 101.21 95.54 5.67 5.9% 1.39 1.4% 22% False False 40,082
20 101.81 95.54 6.27 6.5% 1.44 1.5% 20% False False 36,781
40 103.14 95.54 7.60 7.9% 1.43 1.5% 17% False False 27,487
60 104.37 95.54 8.83 9.1% 1.39 1.4% 14% False False 22,732
80 104.37 95.54 8.83 9.1% 1.34 1.4% 14% False False 20,344
100 104.37 89.48 14.89 15.4% 1.31 1.4% 49% False False 18,449
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.47
2.618 99.95
1.618 99.02
1.000 98.45
0.618 98.09
HIGH 97.52
0.618 97.16
0.500 97.06
0.382 96.95
LOW 96.59
0.618 96.02
1.000 95.66
1.618 95.09
2.618 94.16
4.250 92.64
Fisher Pivots for day following 30-Oct-2013
Pivot 1 day 3 day
R1 97.06 97.37
PP 96.97 97.18
S1 96.89 96.99

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

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