NYMEX Light Sweet Crude Oil Future May 2014


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 99.98 99.93 -0.05 -0.1% 98.94
High 100.38 100.10 -0.28 -0.3% 100.38
Low 99.69 99.17 -0.52 -0.5% 98.41
Close 100.38 99.71 -0.67 -0.7% 100.38
Range 0.69 0.93 0.24 34.8% 1.97
ATR 0.86 0.88 0.03 2.9% 0.00
Volume 3,385 3,383 -2 -0.1% 14,130
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 102.45 102.01 100.22
R3 101.52 101.08 99.97
R2 100.59 100.59 99.88
R1 100.15 100.15 99.80 99.91
PP 99.66 99.66 99.66 99.54
S1 99.22 99.22 99.62 98.98
S2 98.73 98.73 99.54
S3 97.80 98.29 99.45
S4 96.87 97.36 99.20
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 105.63 104.98 101.46
R3 103.66 103.01 100.92
R2 101.69 101.69 100.74
R1 101.04 101.04 100.56 101.37
PP 99.72 99.72 99.72 99.89
S1 99.07 99.07 100.20 99.40
S2 97.75 97.75 100.02
S3 95.78 97.10 99.84
S4 93.81 95.13 99.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.38 98.41 1.97 2.0% 0.70 0.7% 66% False False 3,502
10 101.55 98.19 3.36 3.4% 0.70 0.7% 45% False False 3,467
20 101.55 96.14 5.41 5.4% 0.68 0.7% 66% False False 3,303
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 0.09
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 104.05
2.618 102.53
1.618 101.60
1.000 101.03
0.618 100.67
HIGH 100.10
0.618 99.74
0.500 99.64
0.382 99.53
LOW 99.17
0.618 98.60
1.000 98.24
1.618 97.67
2.618 96.74
4.250 95.22
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 99.69 99.71
PP 99.66 99.71
S1 99.64 99.71

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

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