NYMEX Light Sweet Crude Oil Future March 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 100.35 100.05 -0.30 -0.3% 100.46
High 100.90 100.34 -0.56 -0.6% 102.29
Low 99.87 98.98 -0.89 -0.9% 99.00
Close 100.17 99.44 -0.73 -0.7% 100.17
Range 1.03 1.36 0.33 32.0% 3.29
ATR 1.54 1.53 -0.01 -0.8% 0.00
Volume 17,884 22,473 4,589 25.7% 96,293
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 103.67 102.91 100.19
R3 102.31 101.55 99.81
R2 100.95 100.95 99.69
R1 100.19 100.19 99.56 99.89
PP 99.59 99.59 99.59 99.44
S1 98.83 98.83 99.32 98.53
S2 98.23 98.23 99.19
S3 96.87 97.47 99.07
S4 95.51 96.11 98.69
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 110.36 108.55 101.98
R3 107.07 105.26 101.07
R2 103.78 103.78 100.77
R1 101.97 101.97 100.47 101.23
PP 100.49 100.49 100.49 100.12
S1 98.68 98.68 99.87 97.94
S2 97.20 97.20 99.57
S3 93.91 95.39 99.27
S4 90.62 92.10 98.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.29 98.98 3.31 3.3% 1.77 1.8% 14% False True 20,920
10 102.29 98.98 3.31 3.3% 1.54 1.5% 14% False True 18,837
20 104.37 98.98 5.39 5.4% 1.55 1.6% 9% False True 16,369
40 104.37 96.50 7.87 7.9% 1.37 1.4% 37% False False 14,012
60 104.37 92.16 12.21 12.3% 1.26 1.3% 60% False False 14,318
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.12
2.618 103.90
1.618 102.54
1.000 101.70
0.618 101.18
HIGH 100.34
0.618 99.82
0.500 99.66
0.382 99.50
LOW 98.98
0.618 98.14
1.000 97.62
1.618 96.78
2.618 95.42
4.250 93.20
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 99.66 100.64
PP 99.59 100.24
S1 99.51 99.84

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

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