NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 104.49 103.83 -0.66 -0.6% 105.59
High 104.85 104.07 -0.78 -0.7% 106.68
Low 103.43 102.23 -1.20 -1.2% 103.02
Close 103.71 102.72 -0.99 -1.0% 103.71
Range 1.42 1.84 0.42 29.6% 3.66
ATR 1.95 1.94 -0.01 -0.4% 0.00
Volume 100,741 115,511 14,770 14.7% 465,818
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 108.53 107.46 103.73
R3 106.69 105.62 103.23
R2 104.85 104.85 103.06
R1 103.78 103.78 102.89 103.40
PP 103.01 103.01 103.01 102.81
S1 101.94 101.94 102.55 101.56
S2 101.17 101.17 102.38
S3 99.33 100.10 102.21
S4 97.49 98.26 101.71
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 115.45 113.24 105.72
R3 111.79 109.58 104.72
R2 108.13 108.13 104.38
R1 105.92 105.92 104.05 105.20
PP 104.47 104.47 104.47 104.11
S1 102.26 102.26 103.37 101.54
S2 100.81 100.81 103.04
S3 97.15 98.60 102.70
S4 93.49 94.94 101.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.68 102.23 4.45 4.3% 2.09 2.0% 11% False True 103,590
10 106.68 102.23 4.45 4.3% 1.89 1.8% 11% False True 89,631
20 109.70 102.22 7.48 7.3% 2.06 2.0% 7% False False 82,272
40 109.70 99.65 10.05 9.8% 1.82 1.8% 31% False False 74,002
60 109.70 93.94 15.76 15.3% 1.74 1.7% 56% False False 78,707
80 109.70 90.69 19.01 18.5% 1.75 1.7% 63% False False 76,755
100 109.70 89.55 20.15 19.6% 1.78 1.7% 65% False False 72,770
120 109.70 85.52 24.18 23.5% 1.82 1.8% 71% False False 70,223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.89
2.618 108.89
1.618 107.05
1.000 105.91
0.618 105.21
HIGH 104.07
0.618 103.37
0.500 103.15
0.382 102.93
LOW 102.23
0.618 101.09
1.000 100.39
1.618 99.25
2.618 97.41
4.250 94.41
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 103.15 104.46
PP 103.01 103.88
S1 102.86 103.30

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

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