NYMEX Light Sweet Crude Oil Future November 2013


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 103.44 103.41 -0.03 0.0% 107.16
High 103.64 103.96 0.32 0.3% 108.15
Low 102.30 102.20 -0.10 -0.1% 104.40
Close 103.13 102.66 -0.47 -0.5% 104.75
Range 1.34 1.76 0.42 31.3% 3.75
ATR 2.00 1.99 -0.02 -0.9% 0.00
Volume 259,543 236,195 -23,348 -9.0% 1,142,879
Daily Pivots for day following 25-Sep-2013
Classic Woodie Camarilla DeMark
R4 108.22 107.20 103.63
R3 106.46 105.44 103.14
R2 104.70 104.70 102.98
R1 103.68 103.68 102.82 103.31
PP 102.94 102.94 102.94 102.76
S1 101.92 101.92 102.50 101.55
S2 101.18 101.18 102.34
S3 99.42 100.16 102.18
S4 97.66 98.40 101.69
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
5 108.15 102.20 5.95 5.8% 1.86 1.8% 8% False True 254,155
10 108.24 102.20 6.04 5.9% 1.91 1.9% 8% False True 208,306
20 111.34 102.20 9.14 8.9% 2.07 2.0% 5% False True 146,062
40 111.34 100.80 10.54 10.3% 1.94 1.9% 18% False False 101,954
60 111.34 95.99 15.35 15.0% 1.84 1.8% 43% False False 81,710
80 111.34 91.95 19.39 18.9% 1.79 1.7% 55% False False 67,182
100 111.34 91.22 20.12 19.6% 1.76 1.7% 57% False False 56,145
120 111.34 85.96 25.38 24.7% 1.78 1.7% 66% False False 48,252
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.44
2.618 108.57
1.618 106.81
1.000 105.72
0.618 105.05
HIGH 103.96
0.618 103.29
0.500 103.08
0.382 102.87
LOW 102.20
0.618 101.11
1.000 100.44
1.618 99.35
2.618 97.59
4.250 94.72
Fisher Pivots for day following 25-Sep-2013
Pivot 1 day 3 day
R1 103.08 103.66
PP 102.94 103.33
S1 102.80 102.99

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

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