NYMEX Light Sweet Crude Oil Future May 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 95.36 95.22 -0.14 -0.1% 98.45
High 95.41 95.97 0.56 0.6% 98.50
Low 94.51 95.15 0.64 0.7% 94.51
Close 95.11 95.70 0.59 0.6% 95.70
Range 0.90 0.82 -0.08 -8.9% 3.99
ATR 1.23 1.20 -0.03 -2.1% 0.00
Volume 13,779 9,084 -4,695 -34.1% 51,207
Daily Pivots for day following 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 98.07 97.70 96.15
R3 97.25 96.88 95.93
R2 96.43 96.43 95.85
R1 96.06 96.06 95.78 96.25
PP 95.61 95.61 95.61 95.70
S1 95.24 95.24 95.62 95.43
S2 94.79 94.79 95.55
S3 93.97 94.42 95.47
S4 93.15 93.60 95.25
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 108.21 105.94 97.89
R3 104.22 101.95 96.80
R2 100.23 100.23 96.43
R1 97.96 97.96 96.07 97.10
PP 96.24 96.24 96.24 95.81
S1 93.97 93.97 95.33 93.11
S2 92.25 92.25 94.97
S3 88.26 89.98 94.60
S4 84.27 85.99 93.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.50 94.51 3.99 4.2% 1.18 1.2% 30% False False 10,241
10 100.11 94.51 5.60 5.9% 1.16 1.2% 21% False False 10,863
20 100.11 94.51 5.60 5.9% 1.15 1.2% 21% False False 7,825
40 100.38 94.51 5.87 6.1% 1.03 1.1% 20% False False 5,782
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.46
2.618 98.12
1.618 97.30
1.000 96.79
0.618 96.48
HIGH 95.97
0.618 95.66
0.500 95.56
0.382 95.46
LOW 95.15
0.618 94.64
1.000 94.33
1.618 93.82
2.618 93.00
4.250 91.67
Fisher Pivots for day following 25-Oct-2013
Pivot 1 day 3 day
R1 95.65 95.70
PP 95.61 95.69
S1 95.56 95.69

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

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