NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 107.46 106.24 -1.22 -1.1% 105.34
High 107.79 106.38 -1.41 -1.3% 108.12
Low 106.09 104.09 -2.00 -1.9% 102.22
Close 106.82 104.92 -1.90 -1.8% 107.95
Range 1.70 2.29 0.59 34.7% 5.90
ATR 1.91 1.97 0.06 3.1% 0.00
Volume 81,783 82,838 1,055 1.3% 275,149
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 112.00 110.75 106.18
R3 109.71 108.46 105.55
R2 107.42 107.42 105.34
R1 106.17 106.17 105.13 105.65
PP 105.13 105.13 105.13 104.87
S1 103.88 103.88 104.71 103.36
S2 102.84 102.84 104.50
S3 100.55 101.59 104.29
S4 98.26 99.30 103.66
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 123.80 121.77 111.20
R3 117.90 115.87 109.57
R2 112.00 112.00 109.03
R1 109.97 109.97 108.49 110.99
PP 106.10 106.10 106.10 106.60
S1 104.07 104.07 107.41 105.09
S2 100.20 100.20 106.87
S3 94.30 98.17 106.33
S4 88.40 92.27 104.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.12 104.09 4.03 3.8% 1.74 1.7% 21% False True 73,528
10 109.70 102.22 7.48 7.1% 2.31 2.2% 36% False False 75,780
20 109.70 102.13 7.57 7.2% 1.86 1.8% 37% False False 73,763
40 109.70 99.65 10.05 9.6% 1.76 1.7% 52% False False 69,134
60 109.70 91.05 18.65 17.8% 1.75 1.7% 74% False False 76,602
80 109.70 90.69 19.01 18.1% 1.75 1.7% 75% False False 72,528
100 109.70 87.12 22.58 21.5% 1.78 1.7% 79% False False 69,560
120 109.70 85.52 24.18 23.0% 1.78 1.7% 80% False False 66,983
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 116.11
2.618 112.38
1.618 110.09
1.000 108.67
0.618 107.80
HIGH 106.38
0.618 105.51
0.500 105.24
0.382 104.96
LOW 104.09
0.618 102.67
1.000 101.80
1.618 100.38
2.618 98.09
4.250 94.36
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 105.24 106.11
PP 105.13 105.71
S1 105.03 105.32

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

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