NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 96.76 96.36 -0.40 -0.4% 98.31
High 97.50 96.40 -1.10 -1.1% 99.46
Low 96.09 94.35 -1.74 -1.8% 96.91
Close 96.25 94.60 -1.65 -1.7% 97.84
Range 1.41 2.05 0.64 45.4% 2.55
ATR 1.38 1.43 0.05 3.4% 0.00
Volume 27,559 50,404 22,845 82.9% 165,016
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 101.27 99.98 95.73
R3 99.22 97.93 95.16
R2 97.17 97.17 94.98
R1 95.88 95.88 94.79 95.50
PP 95.12 95.12 95.12 94.93
S1 93.83 93.83 94.41 93.45
S2 93.07 93.07 94.22
S3 91.02 91.78 94.04
S4 88.97 89.73 93.47
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 105.72 104.33 99.24
R3 103.17 101.78 98.54
R2 100.62 100.62 98.31
R1 99.23 99.23 98.07 98.65
PP 98.07 98.07 98.07 97.78
S1 96.68 96.68 97.61 96.10
S2 95.52 95.52 97.37
S3 92.97 94.13 97.14
S4 90.42 91.58 96.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.82 94.35 4.47 4.7% 1.53 1.6% 6% False True 39,260
10 99.46 94.35 5.11 5.4% 1.45 1.5% 5% False True 33,028
20 99.46 94.35 5.11 5.4% 1.38 1.5% 5% False True 26,928
40 100.65 94.35 6.30 6.7% 1.41 1.5% 4% False True 24,663
60 100.65 93.99 6.66 7.0% 1.32 1.4% 9% False False 22,033
80 100.65 91.37 9.28 9.8% 1.23 1.3% 35% False False 22,705
100 100.65 88.11 12.54 13.3% 1.26 1.3% 52% False False 22,214
120 100.65 88.11 12.54 13.3% 1.28 1.4% 52% False False 20,519
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 105.11
2.618 101.77
1.618 99.72
1.000 98.45
0.618 97.67
HIGH 96.40
0.618 95.62
0.500 95.38
0.382 95.13
LOW 94.35
0.618 93.08
1.000 92.30
1.618 91.03
2.618 88.98
4.250 85.64
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 95.38 96.11
PP 95.12 95.61
S1 94.86 95.10

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

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