NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 16-Oct-2013
Day Change Summary
Previous Current
15-Oct-2013 16-Oct-2013 Change Change % Previous Week
Open 99.91 99.65 -0.26 -0.3% 99.44
High 100.17 101.00 0.83 0.8% 100.63
Low 99.30 99.20 -0.10 -0.1% 98.38
Close 99.54 100.49 0.95 1.0% 100.04
Range 0.87 1.80 0.93 106.9% 2.25
ATR 1.29 1.33 0.04 2.8% 0.00
Volume 8,253 9,924 1,671 20.2% 43,654
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.63 104.86 101.48
R3 103.83 103.06 100.99
R2 102.03 102.03 100.82
R1 101.26 101.26 100.66 101.65
PP 100.23 100.23 100.23 100.42
S1 99.46 99.46 100.33 99.85
S2 98.43 98.43 100.16
S3 96.63 97.66 100.00
S4 94.83 95.86 99.50
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.43 105.49 101.28
R3 104.18 103.24 100.66
R2 101.93 101.93 100.45
R1 100.99 100.99 100.25 101.46
PP 99.68 99.68 99.68 99.92
S1 98.74 98.74 99.83 99.21
S2 97.43 97.43 99.63
S3 95.18 96.49 99.42
S4 92.93 94.24 98.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.00 98.72 2.28 2.3% 1.40 1.4% 78% True False 11,335
10 101.00 98.38 2.62 2.6% 1.30 1.3% 81% True False 10,088
20 101.00 97.00 4.00 4.0% 1.27 1.3% 87% True False 7,950
40 103.06 97.00 6.06 6.0% 1.22 1.2% 58% False False 6,391
60 103.06 95.56 7.50 7.5% 1.09 1.1% 66% False False 5,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 108.65
2.618 105.71
1.618 103.91
1.000 102.80
0.618 102.11
HIGH 101.00
0.618 100.31
0.500 100.10
0.382 99.89
LOW 99.20
0.618 98.09
1.000 97.40
1.618 96.29
2.618 94.49
4.250 91.55
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 100.36 100.36
PP 100.23 100.23
S1 100.10 100.10

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

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