NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 98.85 99.17 0.32 0.3% 100.05
High 99.72 100.14 0.42 0.4% 100.34
Low 98.85 99.04 0.19 0.2% 98.50
Close 99.71 99.37 -0.34 -0.3% 99.37
Range 0.87 1.10 0.23 26.4% 1.84
ATR 1.45 1.42 -0.02 -1.7% 0.00
Volume 24,289 15,838 -8,451 -34.8% 106,002
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 102.82 102.19 99.98
R3 101.72 101.09 99.67
R2 100.62 100.62 99.57
R1 99.99 99.99 99.47 100.31
PP 99.52 99.52 99.52 99.67
S1 98.89 98.89 99.27 99.21
S2 98.42 98.42 99.17
S3 97.32 97.79 99.07
S4 96.22 96.69 98.77
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 104.92 103.99 100.38
R3 103.08 102.15 99.88
R2 101.24 101.24 99.71
R1 100.31 100.31 99.54 99.86
PP 99.40 99.40 99.40 99.18
S1 98.47 98.47 99.20 98.02
S2 97.56 97.56 99.03
S3 95.72 96.63 98.86
S4 93.88 94.79 98.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.34 98.50 1.84 1.9% 1.17 1.2% 47% False False 21,200
10 102.29 98.50 3.79 3.8% 1.46 1.5% 23% False False 20,229
20 103.14 98.50 4.64 4.7% 1.44 1.4% 19% False False 17,725
40 104.37 96.50 7.87 7.9% 1.36 1.4% 36% False False 15,289
60 104.37 94.29 10.08 10.1% 1.28 1.3% 50% False False 14,970
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.82
2.618 103.02
1.618 101.92
1.000 101.24
0.618 100.82
HIGH 100.14
0.618 99.72
0.500 99.59
0.382 99.46
LOW 99.04
0.618 98.36
1.000 97.94
1.618 97.26
2.618 96.16
4.250 94.37
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 99.59 99.40
PP 99.52 99.39
S1 99.44 99.38

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

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