NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 106.24 104.83 -1.41 -1.3% 105.34
High 106.38 105.58 -0.80 -0.8% 108.12
Low 104.09 104.18 0.09 0.1% 102.22
Close 104.92 105.09 0.17 0.2% 107.95
Range 2.29 1.40 -0.89 -38.9% 5.90
ATR 1.97 1.93 -0.04 -2.1% 0.00
Volume 82,838 82,264 -574 -0.7% 275,149
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 109.15 108.52 105.86
R3 107.75 107.12 105.48
R2 106.35 106.35 105.35
R1 105.72 105.72 105.22 106.04
PP 104.95 104.95 104.95 105.11
S1 104.32 104.32 104.96 104.64
S2 103.55 103.55 104.83
S3 102.15 102.92 104.71
S4 100.75 101.52 104.32
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% 25% False False 72,909
10 109.70 102.22 7.48 7.1% 2.14 2.0% 38% False False 80,348
20 109.70 102.13 7.57 7.2% 1.87 1.8% 39% False False 75,244
40 109.70 99.65 10.05 9.6% 1.76 1.7% 54% False False 70,054
60 109.70 91.05 18.65 17.7% 1.75 1.7% 75% False False 76,301
80 109.70 90.69 19.01 18.1% 1.75 1.7% 76% False False 72,902
100 109.70 87.15 22.55 21.5% 1.79 1.7% 80% False False 69,586
120 109.70 85.52 24.18 23.0% 1.78 1.7% 81% False False 67,389
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.53
2.618 109.25
1.618 107.85
1.000 106.98
0.618 106.45
HIGH 105.58
0.618 105.05
0.500 104.88
0.382 104.71
LOW 104.18
0.618 103.31
1.000 102.78
1.618 101.91
2.618 100.51
4.250 98.23
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 105.02 105.94
PP 104.95 105.66
S1 104.88 105.37

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

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