NYMEX Light Sweet Crude Oil Future November 2013


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 102.30 102.91 0.61 0.6% 104.89
High 103.29 103.77 0.48 0.5% 105.12
Low 102.20 102.36 0.16 0.2% 102.20
Close 103.03 102.87 -0.16 -0.2% 102.87
Range 1.09 1.41 0.32 29.4% 2.92
ATR 1.92 1.89 -0.04 -1.9% 0.00
Volume 183,778 232,299 48,521 26.4% 1,135,207
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 107.23 106.46 103.65
R3 105.82 105.05 103.26
R2 104.41 104.41 103.13
R1 103.64 103.64 103.00 103.32
PP 103.00 103.00 103.00 102.84
S1 102.23 102.23 102.74 101.91
S2 101.59 101.59 102.61
S3 100.18 100.82 102.48
S4 98.77 99.41 102.09
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 112.16 110.43 104.48
R3 109.24 107.51 103.67
R2 106.32 106.32 103.41
R1 104.59 104.59 103.14 104.00
PP 103.40 103.40 103.40 103.10
S1 101.67 101.67 102.60 101.08
S2 100.48 100.48 102.33
S3 97.56 98.75 102.07
S4 94.64 95.83 101.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.12 102.20 2.92 2.8% 1.52 1.5% 23% False False 227,041
10 108.15 102.20 5.95 5.8% 1.82 1.8% 11% False False 227,808
20 109.68 102.20 7.48 7.3% 1.94 1.9% 9% False False 158,320
40 111.34 100.80 10.54 10.2% 1.89 1.8% 20% False False 110,054
60 111.34 98.36 12.98 12.6% 1.82 1.8% 35% False False 86,700
80 111.34 91.95 19.39 18.8% 1.78 1.7% 56% False False 71,869
100 111.34 91.22 20.12 19.6% 1.76 1.7% 58% False False 60,082
120 111.34 85.96 25.38 24.7% 1.78 1.7% 67% False False 51,604
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.76
2.618 107.46
1.618 106.05
1.000 105.18
0.618 104.64
HIGH 103.77
0.618 103.23
0.500 103.07
0.382 102.90
LOW 102.36
0.618 101.49
1.000 100.95
1.618 100.08
2.618 98.67
4.250 96.37
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 103.07 103.08
PP 103.00 103.01
S1 102.94 102.94

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

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