NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 100.91 101.55 0.64 0.6% 102.52
High 101.84 102.30 0.46 0.5% 102.79
Low 100.78 101.04 0.26 0.3% 100.61
Close 101.74 101.50 -0.24 -0.2% 101.50
Range 1.06 1.26 0.20 18.9% 2.18
ATR 1.68 1.65 -0.03 -1.8% 0.00
Volume 44,956 23,538 -21,418 -47.6% 188,956
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 105.39 104.71 102.19
R3 104.13 103.45 101.85
R2 102.87 102.87 101.73
R1 102.19 102.19 101.62 101.90
PP 101.61 101.61 101.61 101.47
S1 100.93 100.93 101.38 100.64
S2 100.35 100.35 101.27
S3 99.09 99.67 101.15
S4 97.83 98.41 100.81
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 108.17 107.02 102.70
R3 105.99 104.84 102.10
R2 103.81 103.81 101.90
R1 102.66 102.66 101.70 102.15
PP 101.63 101.63 101.63 101.38
S1 100.48 100.48 101.30 99.97
S2 99.45 99.45 101.10
S3 97.27 98.30 100.90
S4 95.09 96.12 100.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.79 100.61 2.18 2.1% 1.38 1.4% 41% False False 37,791
10 105.15 100.61 4.54 4.5% 1.67 1.6% 20% False False 32,428
20 106.38 100.61 5.77 5.7% 1.71 1.7% 15% False False 26,704
40 107.94 98.55 9.39 9.3% 1.63 1.6% 31% False False 24,159
60 107.94 96.23 11.71 11.5% 1.52 1.5% 45% False False 22,911
80 107.94 90.40 17.54 17.3% 1.50 1.5% 63% False False 20,027
100 107.94 90.35 17.59 17.3% 1.49 1.5% 63% False False 17,106
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.66
2.618 105.60
1.618 104.34
1.000 103.56
0.618 103.08
HIGH 102.30
0.618 101.82
0.500 101.67
0.382 101.52
LOW 101.04
0.618 100.26
1.000 99.78
1.618 99.00
2.618 97.74
4.250 95.69
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 101.67 101.58
PP 101.61 101.55
S1 101.56 101.53

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

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