NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 96.20 96.93 0.73 0.8% 99.14
High 97.41 97.27 -0.14 -0.1% 99.14
Low 96.20 96.69 0.49 0.5% 94.97
Close 97.39 97.10 -0.29 -0.3% 96.36
Range 1.21 0.58 -0.63 -52.1% 4.17
ATR 1.36 1.31 -0.05 -3.5% 0.00
Volume 9,500 12,682 3,182 33.5% 75,237
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 98.76 98.51 97.42
R3 98.18 97.93 97.26
R2 97.60 97.60 97.21
R1 97.35 97.35 97.15 97.48
PP 97.02 97.02 97.02 97.08
S1 96.77 96.77 97.05 96.90
S2 96.44 96.44 96.99
S3 95.86 96.19 96.94
S4 95.28 95.61 96.78
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 97.41 94.97 2.44 2.5% 1.20 1.2% 87% False False 15,696
10 101.00 94.97 6.03 6.2% 1.36 1.4% 35% False False 15,078
20 101.00 94.97 6.03 6.2% 1.33 1.4% 35% False False 12,432
40 101.62 94.97 6.65 6.8% 1.24 1.3% 32% False False 8,893
60 103.06 94.97 8.09 8.3% 1.18 1.2% 26% False False 7,294
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 99.74
2.618 98.79
1.618 98.21
1.000 97.85
0.618 97.63
HIGH 97.27
0.618 97.05
0.500 96.98
0.382 96.91
LOW 96.69
0.618 96.33
1.000 96.11
1.618 95.75
2.618 95.17
4.250 94.23
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 97.06 96.92
PP 97.02 96.74
S1 96.98 96.56

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

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