NYMEX Light Sweet Crude Oil Future January 2014


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 102.80 102.52 -0.28 -0.3% 103.90
High 103.48 102.79 -0.69 -0.7% 105.15
Low 102.22 101.12 -1.10 -1.1% 101.54
Close 102.49 101.62 -0.87 -0.8% 102.49
Range 1.26 1.67 0.41 32.5% 3.61
ATR 1.78 1.77 -0.01 -0.4% 0.00
Volume 28,527 43,981 15,454 54.2% 135,331
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 106.85 105.91 102.54
R3 105.18 104.24 102.08
R2 103.51 103.51 101.93
R1 102.57 102.57 101.77 102.21
PP 101.84 101.84 101.84 101.66
S1 100.90 100.90 101.47 100.54
S2 100.17 100.17 101.31
S3 98.50 99.23 101.16
S4 96.83 97.56 100.70
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 113.89 111.80 104.48
R3 110.28 108.19 103.48
R2 106.67 106.67 103.15
R1 104.58 104.58 102.82 103.82
PP 103.06 103.06 103.06 102.68
S1 100.97 100.97 102.16 100.21
S2 99.45 99.45 101.83
S3 95.84 97.36 101.50
S4 92.23 93.75 100.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.15 101.12 4.03 4.0% 1.99 2.0% 12% False True 32,170
10 105.15 101.12 4.03 4.0% 1.74 1.7% 12% False True 27,824
20 107.94 101.00 6.94 6.8% 1.87 1.8% 9% False False 23,839
40 107.94 98.55 9.39 9.2% 1.64 1.6% 33% False False 22,041
60 107.94 93.38 14.56 14.3% 1.52 1.5% 57% False False 21,642
80 107.94 90.35 17.59 17.3% 1.50 1.5% 64% False False 18,559
100 107.94 89.23 18.71 18.4% 1.51 1.5% 66% False False 15,958
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
4.250 109.89
2.618 107.16
1.618 105.49
1.000 104.46
0.618 103.82
HIGH 102.79
0.618 102.15
0.500 101.96
0.382 101.76
LOW 101.12
0.618 100.09
1.000 99.45
1.618 98.42
2.618 96.75
4.250 94.02
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 101.96 103.14
PP 101.84 102.63
S1 101.73 102.13

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

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