NYMEX Light Sweet Crude Oil Future February 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 102.03 101.18 -0.85 -0.8% 102.00
High 102.15 101.57 -0.58 -0.6% 103.73
Low 101.04 100.01 -1.03 -1.0% 100.26
Close 101.33 100.52 -0.81 -0.8% 101.33
Range 1.11 1.56 0.45 40.5% 3.47
ATR 1.63 1.63 -0.01 -0.3% 0.00
Volume 13,263 18,983 5,720 43.1% 71,576
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 105.38 104.51 101.38
R3 103.82 102.95 100.95
R2 102.26 102.26 100.81
R1 101.39 101.39 100.66 101.05
PP 100.70 100.70 100.70 100.53
S1 99.83 99.83 100.38 99.49
S2 99.14 99.14 100.23
S3 97.58 98.27 100.09
S4 96.02 96.71 99.66
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 112.18 110.23 103.24
R3 108.71 106.76 102.28
R2 105.24 105.24 101.97
R1 103.29 103.29 101.65 102.53
PP 101.77 101.77 101.77 101.40
S1 99.82 99.82 101.01 99.06
S2 98.30 98.30 100.69
S3 94.83 96.35 100.38
S4 91.36 92.88 99.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.73 100.01 3.72 3.7% 1.87 1.9% 14% False True 15,663
10 103.73 100.01 3.72 3.7% 1.65 1.6% 14% False True 15,645
20 106.22 100.01 6.21 6.2% 1.72 1.7% 8% False True 13,126
40 106.22 97.46 8.76 8.7% 1.46 1.4% 35% False False 11,088
60 106.22 92.82 13.40 13.3% 1.32 1.3% 57% False False 10,760
80 106.22 90.05 16.17 16.1% 1.30 1.3% 65% False False 9,006
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.20
2.618 105.65
1.618 104.09
1.000 103.13
0.618 102.53
HIGH 101.57
0.618 100.97
0.500 100.79
0.382 100.61
LOW 100.01
0.618 99.05
1.000 98.45
1.618 97.49
2.618 95.93
4.250 93.38
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 100.79 101.87
PP 100.70 101.42
S1 100.61 100.97

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

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