NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 105.59 104.43 -1.16 -1.1% 107.46
High 105.77 104.64 -1.13 -1.1% 107.79
Low 104.13 103.02 -1.11 -1.1% 104.09
Close 104.82 103.46 -1.36 -1.3% 105.96
Range 1.64 1.62 -0.02 -1.2% 3.70
ATR 1.87 1.87 -0.01 -0.3% 0.00
Volume 63,378 91,262 27,884 44.0% 396,767
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 108.57 107.63 104.35
R3 106.95 106.01 103.91
R2 105.33 105.33 103.76
R1 104.39 104.39 103.61 104.05
PP 103.71 103.71 103.71 103.54
S1 102.77 102.77 103.31 102.43
S2 102.09 102.09 103.16
S3 100.47 101.15 103.01
S4 98.85 99.53 102.57
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 117.05 115.20 108.00
R3 113.35 111.50 106.98
R2 109.65 109.65 106.64
R1 107.80 107.80 106.30 106.88
PP 105.95 105.95 105.95 105.48
S1 104.10 104.10 105.62 103.18
S2 102.25 102.25 105.28
S3 98.55 100.40 104.94
S4 94.85 96.70 103.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.59 103.02 3.57 3.5% 1.56 1.5% 12% False True 77,357
10 108.12 103.02 5.10 4.9% 1.65 1.6% 9% False True 75,442
20 109.70 102.13 7.57 7.3% 1.96 1.9% 18% False False 77,494
40 109.70 99.65 10.05 9.7% 1.77 1.7% 38% False False 70,118
60 109.70 91.05 18.65 18.0% 1.71 1.7% 67% False False 76,921
80 109.70 90.69 19.01 18.4% 1.75 1.7% 67% False False 74,037
100 109.70 88.78 20.92 20.2% 1.77 1.7% 70% False False 70,864
120 109.70 85.52 24.18 23.4% 1.79 1.7% 74% False False 68,075
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.53
2.618 108.88
1.618 107.26
1.000 106.26
0.618 105.64
HIGH 104.64
0.618 104.02
0.500 103.83
0.382 103.64
LOW 103.02
0.618 102.02
1.000 101.40
1.618 100.40
2.618 98.78
4.250 96.14
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 103.83 104.68
PP 103.71 104.27
S1 103.58 103.87

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

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