NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 103.41 102.30 -1.11 -1.1% 107.16
High 103.96 103.29 -0.67 -0.6% 108.15
Low 102.20 102.20 0.00 0.0% 104.40
Close 102.66 103.03 0.37 0.4% 104.75
Range 1.76 1.09 -0.67 -38.1% 3.75
ATR 1.99 1.92 -0.06 -3.2% 0.00
Volume 236,195 183,778 -52,417 -22.2% 1,142,879
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 106.11 105.66 103.63
R3 105.02 104.57 103.33
R2 103.93 103.93 103.23
R1 103.48 103.48 103.13 103.71
PP 102.84 102.84 102.84 102.95
S1 102.39 102.39 102.93 102.62
S2 101.75 101.75 102.83
S3 100.66 101.30 102.73
S4 99.57 100.21 102.43
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
5 106.11 102.20 3.91 3.8% 1.56 1.5% 21% False True 230,653
10 108.15 102.20 5.95 5.8% 1.83 1.8% 14% False True 215,057
20 109.68 102.20 7.48 7.3% 1.98 1.9% 11% False True 150,768
40 111.34 100.80 10.54 10.2% 1.92 1.9% 21% False False 105,268
60 111.34 97.44 13.90 13.5% 1.83 1.8% 40% False False 84,049
80 111.34 91.95 19.39 18.8% 1.78 1.7% 57% False False 69,224
100 111.34 91.22 20.12 19.5% 1.76 1.7% 59% False False 57,877
120 111.34 85.96 25.38 24.6% 1.78 1.7% 67% False False 49,709
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 107.92
2.618 106.14
1.618 105.05
1.000 104.38
0.618 103.96
HIGH 103.29
0.618 102.87
0.500 102.75
0.382 102.62
LOW 102.20
0.618 101.53
1.000 101.11
1.618 100.44
2.618 99.35
4.250 97.57
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 102.94 103.08
PP 102.84 103.06
S1 102.75 103.05

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

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