NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 19-Sep-2013
Day Change Summary
Previous Current
18-Sep-2013 19-Sep-2013 Change Change % Previous Week
Open 99.01 101.99 2.98 3.0% 102.55
High 101.98 102.29 0.31 0.3% 102.79
Low 99.01 100.30 1.29 1.3% 99.85
Close 101.72 100.48 -1.24 -1.2% 101.59
Range 2.97 1.99 -0.98 -33.0% 2.94
ATR 1.55 1.58 0.03 2.0% 0.00
Volume 18,209 26,102 7,893 43.3% 88,310
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 106.99 105.73 101.57
R3 105.00 103.74 101.03
R2 103.01 103.01 100.84
R1 101.75 101.75 100.66 101.39
PP 101.02 101.02 101.02 100.84
S1 99.76 99.76 100.30 99.40
S2 99.03 99.03 100.12
S3 97.04 97.77 99.93
S4 95.05 95.78 99.39
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
5 102.29 99.00 3.29 3.3% 1.76 1.8% 45% True False 19,154
10 103.14 99.00 4.14 4.1% 1.57 1.6% 36% False False 17,590
20 104.37 99.00 5.37 5.3% 1.54 1.5% 28% False False 15,997
40 104.37 96.50 7.87 7.8% 1.36 1.4% 51% False False 13,586
60 104.37 90.14 14.23 14.2% 1.26 1.3% 73% False False 14,096
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 True
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.75
2.618 107.50
1.618 105.51
1.000 104.28
0.618 103.52
HIGH 102.29
0.618 101.53
0.500 101.30
0.382 101.06
LOW 100.30
0.618 99.07
1.000 98.31
1.618 97.08
2.618 95.09
4.250 91.84
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 101.30 100.65
PP 101.02 100.59
S1 100.75 100.54

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

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