NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 25-Oct-2013
Day Change Summary
Previous Current
24-Oct-2013 25-Oct-2013 Change Change % Previous Week
Open 95.91 95.79 -0.12 -0.1% 99.14
High 96.32 96.57 0.25 0.3% 99.14
Low 94.97 95.71 0.74 0.8% 94.97
Close 95.75 96.36 0.61 0.6% 96.36
Range 1.35 0.86 -0.49 -36.3% 4.17
ATR 1.41 1.37 -0.04 -2.8% 0.00
Volume 20,824 15,415 -5,409 -26.0% 75,237
Daily Pivots for day following 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 98.79 98.44 96.83
R3 97.93 97.58 96.60
R2 97.07 97.07 96.52
R1 96.72 96.72 96.44 96.90
PP 96.21 96.21 96.21 96.30
S1 95.86 95.86 96.28 96.04
S2 95.35 95.35 96.20
S3 94.49 95.00 96.12
S4 93.63 94.14 95.89
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 109.33 107.02 98.65
R3 105.16 102.85 97.51
R2 100.99 100.99 97.12
R1 98.68 98.68 96.74 97.75
PP 96.82 96.82 96.82 96.36
S1 94.51 94.51 95.98 93.58
S2 92.65 92.65 95.60
S3 88.48 90.34 95.21
S4 84.31 86.17 94.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.14 94.97 4.17 4.3% 1.38 1.4% 33% False False 15,047
10 101.00 94.97 6.03 6.3% 1.39 1.4% 23% False False 15,527
20 101.00 94.97 6.03 6.3% 1.36 1.4% 23% False False 11,887
40 101.62 94.97 6.65 6.9% 1.27 1.3% 21% False False 8,603
60 103.06 94.97 8.09 8.4% 1.18 1.2% 17% False False 7,044
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.21
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 100.23
2.618 98.82
1.618 97.96
1.000 97.43
0.618 97.10
HIGH 96.57
0.618 96.24
0.500 96.14
0.382 96.04
LOW 95.71
0.618 95.18
1.000 94.85
1.618 94.32
2.618 93.46
4.250 92.06
Fisher Pivots for day following 25-Oct-2013
Pivot 1 day 3 day
R1 96.29 96.30
PP 96.21 96.24
S1 96.14 96.18

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

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