NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 102.52 101.43 -1.09 -1.1% 103.90
High 102.79 101.87 -0.92 -0.9% 105.15
Low 101.12 100.61 -0.51 -0.5% 101.54
Close 101.62 101.51 -0.11 -0.1% 102.49
Range 1.67 1.26 -0.41 -24.6% 3.61
ATR 1.77 1.74 -0.04 -2.1% 0.00
Volume 43,981 34,046 -9,935 -22.6% 135,331
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 105.11 104.57 102.20
R3 103.85 103.31 101.86
R2 102.59 102.59 101.74
R1 102.05 102.05 101.63 102.32
PP 101.33 101.33 101.33 101.47
S1 100.79 100.79 101.39 101.06
S2 100.07 100.07 101.28
S3 98.81 99.53 101.16
S4 97.55 98.27 100.82
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
5 105.15 100.61 4.54 4.5% 1.91 1.9% 20% False True 33,747
10 105.15 100.61 4.54 4.5% 1.65 1.6% 20% False True 28,796
20 107.94 100.61 7.33 7.2% 1.88 1.9% 12% False True 24,649
40 107.94 98.55 9.39 9.3% 1.65 1.6% 32% False False 22,597
60 107.94 93.59 14.35 14.1% 1.52 1.5% 55% False False 22,082
80 107.94 90.35 17.59 17.3% 1.51 1.5% 63% False False 18,912
100 107.94 90.35 17.59 17.3% 1.50 1.5% 63% False False 16,217
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.23
2.618 105.17
1.618 103.91
1.000 103.13
0.618 102.65
HIGH 101.87
0.618 101.39
0.500 101.24
0.382 101.09
LOW 100.61
0.618 99.83
1.000 99.35
1.618 98.57
2.618 97.31
4.250 95.26
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 101.42 102.05
PP 101.33 101.87
S1 101.24 101.69

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

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