NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 103.40 103.90 0.50 0.5% 102.48
High 104.67 104.39 -0.28 -0.3% 104.67
Low 103.13 102.98 -0.15 -0.1% 100.50
Close 104.61 103.62 -0.99 -0.9% 104.61
Range 1.54 1.41 -0.13 -8.4% 4.17
ATR 1.50 1.51 0.01 0.6% 0.00
Volume 8,129 11,398 3,269 40.2% 43,091
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 107.89 107.17 104.40
R3 106.48 105.76 104.01
R2 105.07 105.07 103.88
R1 104.35 104.35 103.75 104.01
PP 103.66 103.66 103.66 103.49
S1 102.94 102.94 103.49 102.60
S2 102.25 102.25 103.36
S3 100.84 101.53 103.23
S4 99.43 100.12 102.84
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 115.77 114.36 106.90
R3 111.60 110.19 105.76
R2 107.43 107.43 105.37
R1 106.02 106.02 104.99 106.73
PP 103.26 103.26 103.26 103.61
S1 101.85 101.85 104.23 102.56
S2 99.09 99.09 103.85
S3 94.92 97.68 103.46
S4 90.75 93.51 102.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.67 100.50 4.17 4.0% 1.63 1.6% 75% False False 10,897
10 106.22 100.50 5.72 5.5% 1.79 1.7% 55% False False 10,607
20 106.22 99.01 7.21 7.0% 1.43 1.4% 64% False False 10,221
40 106.22 97.46 8.76 8.5% 1.33 1.3% 70% False False 9,420
60 106.22 90.05 16.17 15.6% 1.27 1.2% 84% False False 8,843
80 106.22 90.05 16.17 15.6% 1.28 1.2% 84% False False 7,279
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.38
2.618 108.08
1.618 106.67
1.000 105.80
0.618 105.26
HIGH 104.39
0.618 103.85
0.500 103.69
0.382 103.52
LOW 102.98
0.618 102.11
1.000 101.57
1.618 100.70
2.618 99.29
4.250 96.99
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 103.69 103.61
PP 103.66 103.59
S1 103.64 103.58

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

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