NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 101.70 100.91 -0.79 -0.8% 103.90
High 102.41 101.84 -0.57 -0.6% 105.15
Low 100.74 100.78 0.04 0.0% 101.54
Close 101.18 101.74 0.56 0.6% 102.49
Range 1.67 1.06 -0.61 -36.5% 3.61
ATR 1.73 1.68 -0.05 -2.8% 0.00
Volume 42,435 44,956 2,521 5.9% 135,331
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 104.63 104.25 102.32
R3 103.57 103.19 102.03
R2 102.51 102.51 101.93
R1 102.13 102.13 101.84 102.32
PP 101.45 101.45 101.45 101.55
S1 101.07 101.07 101.64 101.26
S2 100.39 100.39 101.55
S3 99.33 100.01 101.45
S4 98.27 98.95 101.16
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
5 103.48 100.61 2.87 2.8% 1.38 1.4% 39% False False 38,789
10 105.15 100.61 4.54 4.5% 1.68 1.6% 25% False False 33,025
20 106.38 100.61 5.77 5.7% 1.75 1.7% 20% False False 26,839
40 107.94 98.55 9.39 9.2% 1.65 1.6% 34% False False 23,972
60 107.94 96.02 11.92 11.7% 1.53 1.5% 48% False False 23,095
80 107.94 90.40 17.54 17.2% 1.50 1.5% 65% False False 19,854
100 107.94 90.35 17.59 17.3% 1.48 1.5% 65% False False 16,930
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 106.35
2.618 104.62
1.618 103.56
1.000 102.90
0.618 102.50
HIGH 101.84
0.618 101.44
0.500 101.31
0.382 101.18
LOW 100.78
0.618 100.12
1.000 99.72
1.618 99.06
2.618 98.00
4.250 96.28
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 101.60 101.66
PP 101.45 101.59
S1 101.31 101.51

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

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