NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 107.44 105.78 -1.66 -1.5% 107.16
High 108.15 106.11 -2.04 -1.9% 108.15
Low 105.56 104.50 -1.06 -1.0% 104.40
Close 105.86 104.75 -1.11 -1.0% 104.75
Range 2.59 1.61 -0.98 -37.8% 3.75
ATR 2.09 2.06 -0.03 -1.6% 0.00
Volume 301,286 250,360 -50,926 -16.9% 1,142,879
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 109.95 108.96 105.64
R3 108.34 107.35 105.19
R2 106.73 106.73 105.05
R1 105.74 105.74 104.90 105.43
PP 105.12 105.12 105.12 104.97
S1 104.13 104.13 104.60 103.82
S2 103.51 103.51 104.45
S3 101.90 102.52 104.31
S4 100.29 100.91 103.86
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 117.02 114.63 106.81
R3 113.27 110.88 105.78
R2 109.52 109.52 105.44
R1 107.13 107.13 105.09 106.45
PP 105.77 105.77 105.77 105.43
S1 103.38 103.38 104.41 102.70
S2 102.02 102.02 104.06
S3 98.27 99.63 103.72
S4 94.52 95.88 102.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.15 104.40 3.75 3.6% 2.13 2.0% 9% False False 228,575
10 109.42 104.40 5.02 4.8% 1.96 1.9% 7% False False 168,587
20 111.34 103.68 7.66 7.3% 2.18 2.1% 14% False False 119,174
40 111.34 100.80 10.54 10.1% 1.92 1.8% 37% False False 86,796
60 111.34 94.14 17.20 16.4% 1.83 1.7% 62% False False 70,735
80 111.34 91.22 20.12 19.2% 1.80 1.7% 67% False False 58,864
100 111.34 89.26 22.08 21.1% 1.79 1.7% 70% False False 49,316
120 111.34 85.96 25.38 24.2% 1.78 1.7% 74% False False 42,425
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.95
2.618 110.32
1.618 108.71
1.000 107.72
0.618 107.10
HIGH 106.11
0.618 105.49
0.500 105.31
0.382 105.12
LOW 104.50
0.618 103.51
1.000 102.89
1.618 101.90
2.618 100.29
4.250 97.66
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 105.31 106.33
PP 105.12 105.80
S1 104.94 105.28

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

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