NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 100.13 99.01 -1.12 -1.1% 102.55
High 100.50 101.98 1.48 1.5% 102.79
Low 99.00 99.01 0.01 0.0% 99.85
Close 99.40 101.72 2.32 2.3% 101.59
Range 1.50 2.97 1.47 98.0% 2.94
ATR 1.44 1.55 0.11 7.6% 0.00
Volume 19,935 18,209 -1,726 -8.7% 88,310
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 109.81 108.74 103.35
R3 106.84 105.77 102.54
R2 103.87 103.87 102.26
R1 102.80 102.80 101.99 103.34
PP 100.90 100.90 100.90 101.17
S1 99.83 99.83 101.45 100.37
S2 97.93 97.93 101.18
S3 94.96 96.86 100.90
S4 91.99 93.89 100.09
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
5 102.08 99.00 3.08 3.0% 1.55 1.5% 88% False False 17,000
10 103.14 99.00 4.14 4.1% 1.46 1.4% 66% False False 16,086
20 104.37 98.98 5.39 5.3% 1.49 1.5% 51% False False 15,768
40 104.37 96.50 7.87 7.7% 1.36 1.3% 66% False False 13,221
60 104.37 90.14 14.23 14.0% 1.25 1.2% 81% False False 13,919
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 114.60
2.618 109.76
1.618 106.79
1.000 104.95
0.618 103.82
HIGH 101.98
0.618 100.85
0.500 100.50
0.382 100.14
LOW 99.01
0.618 97.17
1.000 96.04
1.618 94.20
2.618 91.23
4.250 86.39
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 101.31 101.31
PP 100.90 100.90
S1 100.50 100.49

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

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