NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 104.66 103.90 -0.76 -0.7% 105.67
High 104.66 104.14 -0.52 -0.5% 106.03
Low 103.32 102.64 -0.68 -0.7% 102.56
Close 104.37 103.35 -1.02 -1.0% 104.37
Range 1.34 1.50 0.16 11.9% 3.47
ATR 1.67 1.68 0.00 0.2% 0.00
Volume 29,509 18,458 -11,051 -37.4% 118,788
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 107.88 107.11 104.18
R3 106.38 105.61 103.76
R2 104.88 104.88 103.63
R1 104.11 104.11 103.49 103.75
PP 103.38 103.38 103.38 103.19
S1 102.61 102.61 103.21 102.25
S2 101.88 101.88 103.08
S3 100.38 101.11 102.94
S4 98.88 99.61 102.53
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 114.73 113.02 106.28
R3 111.26 109.55 105.32
R2 107.79 107.79 105.01
R1 106.08 106.08 104.69 105.20
PP 104.32 104.32 104.32 103.88
S1 102.61 102.61 104.05 101.73
S2 100.85 100.85 103.73
S3 97.38 99.14 103.42
S4 93.91 95.67 102.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.97 102.56 2.41 2.3% 1.49 1.4% 33% False False 23,478
10 106.38 101.00 5.38 5.2% 1.71 1.7% 44% False False 21,001
20 107.94 101.00 6.94 6.7% 1.72 1.7% 34% False False 21,949
40 107.94 98.55 9.39 9.1% 1.56 1.5% 51% False False 20,138
60 107.94 90.40 17.54 17.0% 1.52 1.5% 74% False False 20,150
80 107.94 90.35 17.59 17.0% 1.49 1.4% 74% False False 16,834
100 107.94 88.45 19.49 18.9% 1.51 1.5% 76% False False 14,589
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.52
2.618 108.07
1.618 106.57
1.000 105.64
0.618 105.07
HIGH 104.14
0.618 103.57
0.500 103.39
0.382 103.21
LOW 102.64
0.618 101.71
1.000 101.14
1.618 100.21
2.618 98.71
4.250 96.27
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 103.39 103.81
PP 103.38 103.65
S1 103.36 103.50

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

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