NYMEX Light Sweet Crude Oil Future May 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 95.64 96.08 0.44 0.5% 98.45
High 96.71 96.65 -0.06 -0.1% 98.50
Low 95.60 96.05 0.45 0.5% 94.51
Close 96.69 96.44 -0.25 -0.3% 95.70
Range 1.11 0.60 -0.51 -45.9% 3.99
ATR 1.19 1.15 -0.04 -3.3% 0.00
Volume 5,601 6,054 453 8.1% 51,207
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 98.18 97.91 96.77
R3 97.58 97.31 96.61
R2 96.98 96.98 96.55
R1 96.71 96.71 96.50 96.85
PP 96.38 96.38 96.38 96.45
S1 96.11 96.11 96.39 96.25
S2 95.78 95.78 96.33
S3 95.18 95.51 96.28
S4 94.58 94.91 96.11
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 96.87 94.51 2.36 2.4% 1.07 1.1% 82% False False 9,727
10 100.11 94.51 5.60 5.8% 1.17 1.2% 34% False False 10,284
20 100.11 94.51 5.60 5.8% 1.13 1.2% 34% False False 8,084
40 100.38 94.51 5.87 6.1% 1.04 1.1% 33% False False 5,882
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 0.12
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 99.20
2.618 98.22
1.618 97.62
1.000 97.25
0.618 97.02
HIGH 96.65
0.618 96.42
0.500 96.35
0.382 96.28
LOW 96.05
0.618 95.68
1.000 95.45
1.618 95.08
2.618 94.48
4.250 93.50
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 96.41 96.27
PP 96.38 96.10
S1 96.35 95.93

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

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