NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 10-Oct-2013
Day Change Summary
Previous Current
09-Oct-2013 10-Oct-2013 Change Change % Previous Week
Open 100.36 98.83 -1.53 -1.5% 97.55
High 100.36 100.57 0.21 0.2% 99.88
Low 98.38 98.78 0.40 0.4% 97.00
Close 98.81 100.42 1.61 1.6% 99.84
Range 1.98 1.79 -0.19 -9.6% 2.88
ATR 1.26 1.30 0.04 3.0% 0.00
Volume 8,511 9,546 1,035 12.2% 38,823
Daily Pivots for day following 10-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.29 104.65 101.40
R3 103.50 102.86 100.91
R2 101.71 101.71 100.75
R1 101.07 101.07 100.58 101.39
PP 99.92 99.92 99.92 100.09
S1 99.28 99.28 100.26 99.60
S2 98.13 98.13 100.09
S3 96.34 97.49 99.93
S4 94.55 95.70 99.44
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 98.38 2.25 2.2% 1.34 1.3% 91% False False 8,272
10 100.63 97.00 3.63 3.6% 1.30 1.3% 94% False False 7,528
20 100.86 97.00 3.86 3.8% 1.28 1.3% 89% False False 6,838
40 103.06 97.00 6.06 6.0% 1.16 1.2% 56% False False 5,571
60 103.06 95.56 7.50 7.5% 1.06 1.1% 65% False False 4,898
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.18
2.618 105.26
1.618 103.47
1.000 102.36
0.618 101.68
HIGH 100.57
0.618 99.89
0.500 99.68
0.382 99.46
LOW 98.78
0.618 97.67
1.000 96.99
1.618 95.88
2.618 94.09
4.250 91.17
Fisher Pivots for day following 10-Oct-2013
Pivot 1 day 3 day
R1 100.17 100.12
PP 99.92 99.81
S1 99.68 99.51

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

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