NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 25-Sep-2013
Day Change Summary
Previous Current
24-Sep-2013 25-Sep-2013 Change Change % Previous Week
Open 99.40 99.76 0.36 0.4% 100.46
High 99.56 100.11 0.55 0.6% 102.29
Low 98.50 98.66 0.16 0.2% 99.00
Close 99.29 99.04 -0.25 -0.3% 100.17
Range 1.06 1.45 0.39 36.8% 3.29
ATR 1.50 1.49 0.00 -0.2% 0.00
Volume 19,565 23,837 4,272 21.8% 96,293
Daily Pivots for day following 25-Sep-2013
Classic Woodie Camarilla DeMark
R4 103.62 102.78 99.84
R3 102.17 101.33 99.44
R2 100.72 100.72 99.31
R1 99.88 99.88 99.17 99.58
PP 99.27 99.27 99.27 99.12
S1 98.43 98.43 98.91 98.13
S2 97.82 97.82 98.77
S3 96.37 96.98 98.64
S4 94.92 95.53 98.24
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 98.50 3.79 3.8% 1.38 1.4% 14% False False 21,972
10 102.29 98.50 3.79 3.8% 1.47 1.5% 14% False False 19,486
20 104.37 98.50 5.87 5.9% 1.52 1.5% 9% False False 17,668
40 104.37 96.50 7.87 7.9% 1.39 1.4% 32% False False 14,862
60 104.37 93.17 11.20 11.3% 1.28 1.3% 52% False False 14,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.27
2.618 103.91
1.618 102.46
1.000 101.56
0.618 101.01
HIGH 100.11
0.618 99.56
0.500 99.39
0.382 99.21
LOW 98.66
0.618 97.76
1.000 97.21
1.618 96.31
2.618 94.86
4.250 92.50
Fisher Pivots for day following 25-Sep-2013
Pivot 1 day 3 day
R1 99.39 99.42
PP 99.27 99.29
S1 99.16 99.17

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

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