NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 08-Oct-2013
Day Change Summary
Previous Current
07-Oct-2013 08-Oct-2013 Change Change % Previous Week
Open 99.44 99.88 0.44 0.4% 97.55
High 99.97 100.63 0.66 0.7% 99.88
Low 98.43 99.87 1.44 1.5% 97.00
Close 99.89 100.30 0.41 0.4% 99.84
Range 1.54 0.76 -0.78 -50.6% 2.88
ATR 1.24 1.20 -0.03 -2.8% 0.00
Volume 4,727 10,329 5,602 118.5% 38,823
Daily Pivots for day following 08-Oct-2013
Classic Woodie Camarilla DeMark
R4 102.55 102.18 100.72
R3 101.79 101.42 100.51
R2 101.03 101.03 100.44
R1 100.66 100.66 100.37 100.85
PP 100.27 100.27 100.27 100.36
S1 99.90 99.90 100.23 100.09
S2 99.51 99.51 100.16
S3 98.75 99.14 100.09
S4 97.99 98.38 99.88
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 107.55 106.57 101.42
R3 104.67 103.69 100.63
R2 101.79 101.79 100.37
R1 100.81 100.81 100.10 101.30
PP 98.91 98.91 98.91 99.15
S1 97.93 97.93 99.58 98.42
S2 96.03 96.03 99.31
S3 93.15 95.05 99.05
S4 90.27 92.17 98.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.63 97.67 2.96 3.0% 1.18 1.2% 89% True False 8,518
10 100.63 97.00 3.63 3.6% 1.15 1.1% 91% True False 6,958
20 100.86 97.00 3.86 3.8% 1.18 1.2% 85% False False 6,390
40 103.06 97.00 6.06 6.0% 1.11 1.1% 54% False False 5,376
60 103.06 95.56 7.50 7.5% 1.02 1.0% 63% False False 4,720
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 2 trading days
Fibonacci Retracements and Extensions
4.250 103.86
2.618 102.62
1.618 101.86
1.000 101.39
0.618 101.10
HIGH 100.63
0.618 100.34
0.500 100.25
0.382 100.16
LOW 99.87
0.618 99.40
1.000 99.11
1.618 98.64
2.618 97.88
4.250 96.64
Fisher Pivots for day following 08-Oct-2013
Pivot 1 day 3 day
R1 100.28 100.04
PP 100.27 99.79
S1 100.25 99.53

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

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