NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 19-Sep-2013
Day Change Summary
Previous Current
18-Sep-2013 19-Sep-2013 Change Change % Previous Week
Open 101.76 104.53 2.77 2.7% 105.67
High 104.67 105.15 0.48 0.5% 106.03
Low 101.59 102.88 1.29 1.3% 102.56
Close 104.43 103.11 -1.32 -1.3% 104.37
Range 3.08 2.27 -0.81 -26.3% 3.47
ATR 1.79 1.82 0.03 1.9% 0.00
Volume 25,086 37,095 12,009 47.9% 118,788
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 110.52 109.09 104.36
R3 108.25 106.82 103.73
R2 105.98 105.98 103.53
R1 104.55 104.55 103.32 104.13
PP 103.71 103.71 103.71 103.51
S1 102.28 102.28 102.90 101.86
S2 101.44 101.44 102.69
S3 99.17 100.01 102.49
S4 96.90 97.74 101.86
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
5 105.15 101.54 3.61 3.5% 1.97 1.9% 43% True False 27,262
10 106.38 101.54 4.84 4.7% 1.77 1.7% 32% False False 23,896
20 107.94 101.00 6.94 6.7% 1.87 1.8% 30% False False 22,886
40 107.94 98.55 9.39 9.1% 1.63 1.6% 49% False False 21,182
60 107.94 91.40 16.54 16.0% 1.53 1.5% 71% False False 20,968
80 107.94 90.35 17.59 17.1% 1.51 1.5% 73% False False 17,765
100 107.94 88.45 19.49 18.9% 1.53 1.5% 75% False False 15,346
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.80
2.618 111.09
1.618 108.82
1.000 107.42
0.618 106.55
HIGH 105.15
0.618 104.28
0.500 104.02
0.382 103.75
LOW 102.88
0.618 101.48
1.000 100.61
1.618 99.21
2.618 96.94
4.250 93.23
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 104.02 103.35
PP 103.71 103.27
S1 103.41 103.19

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

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