NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 98.31 98.69 0.38 0.4% 97.61
High 98.88 98.81 -0.07 -0.1% 99.00
Low 97.67 97.77 0.10 0.1% 96.71
Close 98.70 98.09 -0.61 -0.6% 98.47
Range 1.21 1.04 -0.17 -14.0% 2.29
ATR 1.38 1.35 -0.02 -1.7% 0.00
Volume 30,606 21,768 -8,838 -28.9% 120,358
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 101.34 100.76 98.66
R3 100.30 99.72 98.38
R2 99.26 99.26 98.28
R1 98.68 98.68 98.19 98.45
PP 98.22 98.22 98.22 98.11
S1 97.64 97.64 97.99 97.41
S2 97.18 97.18 97.90
S3 96.14 96.60 97.80
S4 95.10 95.56 97.52
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 104.93 103.99 99.73
R3 102.64 101.70 99.10
R2 100.35 100.35 98.89
R1 99.41 99.41 98.68 99.88
PP 98.06 98.06 98.06 98.30
S1 97.12 97.12 98.26 97.59
S2 95.77 95.77 98.05
S3 93.48 94.83 97.84
S4 91.19 92.54 97.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.00 96.71 2.29 2.3% 1.43 1.5% 60% False False 25,900
10 99.00 95.97 3.03 3.1% 1.36 1.4% 70% False False 24,318
20 99.22 95.31 3.91 4.0% 1.38 1.4% 71% False False 23,134
40 100.65 95.31 5.34 5.4% 1.35 1.4% 52% False False 21,963
60 100.65 93.99 6.66 6.8% 1.26 1.3% 62% False False 19,982
80 100.65 88.11 12.54 12.8% 1.21 1.2% 80% False False 21,445
100 100.65 88.11 12.54 12.8% 1.25 1.3% 80% False False 20,657
120 100.65 86.89 13.76 14.0% 1.29 1.3% 81% False False 19,212
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 103.23
2.618 101.53
1.618 100.49
1.000 99.85
0.618 99.45
HIGH 98.81
0.618 98.41
0.500 98.29
0.382 98.17
LOW 97.77
0.618 97.13
1.000 96.73
1.618 96.09
2.618 95.05
4.250 93.35
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 98.29 98.08
PP 98.22 98.07
S1 98.16 98.06

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

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