NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 101.12 101.78 0.66 0.7% 102.55
High 102.08 101.78 -0.30 -0.3% 102.79
Low 101.12 100.68 -0.44 -0.4% 99.85
Close 101.78 101.59 -0.19 -0.2% 101.59
Range 0.96 1.10 0.14 14.6% 2.94
ATR 1.43 1.41 -0.02 -1.7% 0.00
Volume 15,329 17,364 2,035 13.3% 88,310
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 104.65 104.22 102.20
R3 103.55 103.12 101.89
R2 102.45 102.45 101.79
R1 102.02 102.02 101.69 101.69
PP 101.35 101.35 101.35 101.18
S1 100.92 100.92 101.49 100.59
S2 100.25 100.25 101.39
S3 99.15 99.82 101.29
S4 98.05 98.72 100.99
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 110.23 108.85 103.21
R3 107.29 105.91 102.40
R2 104.35 104.35 102.13
R1 102.97 102.97 101.86 102.19
PP 101.41 101.41 101.41 101.02
S1 100.03 100.03 101.32 99.25
S2 98.47 98.47 101.05
S3 95.53 97.09 100.78
S4 92.59 94.15 99.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.79 99.85 2.94 2.9% 1.31 1.3% 59% False False 17,662
10 103.14 99.00 4.14 4.1% 1.42 1.4% 63% False False 15,221
20 104.37 98.98 5.39 5.3% 1.35 1.3% 48% False False 14,891
40 104.37 96.50 7.87 7.7% 1.31 1.3% 65% False False 13,062
60 104.37 89.48 14.89 14.7% 1.28 1.3% 81% False False 13,413
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 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.46
2.618 104.66
1.618 103.56
1.000 102.88
0.618 102.46
HIGH 101.78
0.618 101.36
0.500 101.23
0.382 101.10
LOW 100.68
0.618 100.00
1.000 99.58
1.618 98.90
2.618 97.80
4.250 96.01
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 101.47 101.41
PP 101.35 101.22
S1 101.23 101.04

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

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