NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 96.70 95.36 -1.34 -1.4% 99.26
High 96.87 95.41 -1.46 -1.5% 100.11
Low 94.94 94.51 -0.43 -0.5% 97.65
Close 95.14 95.11 -0.03 0.0% 98.51
Range 1.93 0.90 -1.03 -53.4% 2.46
ATR 1.25 1.23 -0.03 -2.0% 0.00
Volume 14,120 13,779 -341 -2.4% 57,428
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 97.71 97.31 95.61
R3 96.81 96.41 95.36
R2 95.91 95.91 95.28
R1 95.51 95.51 95.19 95.26
PP 95.01 95.01 95.01 94.89
S1 94.61 94.61 95.03 94.36
S2 94.11 94.11 94.95
S3 93.21 93.71 94.86
S4 92.31 92.81 94.62
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 106.14 104.78 99.86
R3 103.68 102.32 99.19
R2 101.22 101.22 98.96
R1 99.86 99.86 98.74 99.31
PP 98.76 98.76 98.76 98.48
S1 97.40 97.40 98.28 96.85
S2 96.30 96.30 98.06
S3 93.84 94.94 97.83
S4 91.38 92.48 97.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.00 94.51 4.49 4.7% 1.18 1.2% 13% False True 11,196
10 100.11 94.51 5.60 5.9% 1.17 1.2% 11% False True 10,707
20 100.11 94.51 5.60 5.9% 1.17 1.2% 11% False True 7,498
40 100.38 94.51 5.87 6.2% 1.04 1.1% 10% False True 5,665
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 0.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.24
2.618 97.77
1.618 96.87
1.000 96.31
0.618 95.97
HIGH 95.41
0.618 95.07
0.500 94.96
0.382 94.85
LOW 94.51
0.618 93.95
1.000 93.61
1.618 93.05
2.618 92.15
4.250 90.69
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 95.06 96.32
PP 95.01 95.91
S1 94.96 95.51

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

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