NYMEX Light Sweet Crude Oil Future May 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 96.99 97.32 0.33 0.3% 98.30
High 97.86 98.16 0.30 0.3% 98.34
Low 96.94 97.13 0.19 0.2% 96.73
Close 97.86 97.43 -0.43 -0.4% 97.43
Range 0.92 1.03 0.11 12.0% 1.61
ATR 1.06 1.06 0.00 -0.2% 0.00
Volume 3,963 2,548 -1,415 -35.7% 17,145
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 100.66 100.08 98.00
R3 99.63 99.05 97.71
R2 98.60 98.60 97.62
R1 98.02 98.02 97.52 98.31
PP 97.57 97.57 97.57 97.72
S1 96.99 96.99 97.34 97.28
S2 96.54 96.54 97.24
S3 95.51 95.96 97.15
S4 94.48 94.93 96.86
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 102.33 101.49 98.32
R3 100.72 99.88 97.87
R2 99.11 99.11 97.73
R1 98.27 98.27 97.58 97.89
PP 97.50 97.50 97.50 97.31
S1 96.66 96.66 97.28 96.28
S2 95.89 95.89 97.13
S3 94.28 95.05 96.99
S4 92.67 93.44 96.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.34 96.73 1.61 1.7% 0.98 1.0% 43% False False 3,429
10 99.89 96.73 3.16 3.2% 1.15 1.2% 22% False False 3,780
20 100.38 96.73 3.65 3.7% 0.92 0.9% 19% False False 3,739
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 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.54
2.618 100.86
1.618 99.83
1.000 99.19
0.618 98.80
HIGH 98.16
0.618 97.77
0.500 97.65
0.382 97.52
LOW 97.13
0.618 96.49
1.000 96.10
1.618 95.46
2.618 94.43
4.250 92.75
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 97.65 97.49
PP 97.57 97.47
S1 97.50 97.45

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

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