NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 103.83 102.51 -1.32 -1.3% 105.59
High 104.07 102.88 -1.19 -1.1% 106.68
Low 102.23 101.59 -0.64 -0.6% 103.02
Close 102.72 102.48 -0.24 -0.2% 103.71
Range 1.84 1.29 -0.55 -29.9% 3.66
ATR 1.94 1.90 -0.05 -2.4% 0.00
Volume 115,511 102,853 -12,658 -11.0% 465,818
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 106.19 105.62 103.19
R3 104.90 104.33 102.83
R2 103.61 103.61 102.72
R1 103.04 103.04 102.60 102.68
PP 102.32 102.32 102.32 102.14
S1 101.75 101.75 102.36 101.39
S2 101.03 101.03 102.24
S3 99.74 100.46 102.13
S4 98.45 99.17 101.77
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 115.45 113.24 105.72
R3 111.79 109.58 104.72
R2 108.13 108.13 104.38
R1 105.92 105.92 104.05 105.20
PP 104.47 104.47 104.47 104.11
S1 102.26 102.26 103.37 101.54
S2 100.81 100.81 103.04
S3 97.15 98.60 102.70
S4 93.49 94.94 101.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.68 101.59 5.09 5.0% 2.03 2.0% 17% False True 105,908
10 106.68 101.59 5.09 5.0% 1.79 1.7% 17% False True 91,632
20 109.70 101.59 8.11 7.9% 2.05 2.0% 11% False True 83,706
40 109.70 99.65 10.05 9.8% 1.83 1.8% 28% False False 75,626
60 109.70 93.94 15.76 15.4% 1.74 1.7% 54% False False 79,413
80 109.70 90.69 19.01 18.5% 1.75 1.7% 62% False False 77,415
100 109.70 90.69 19.01 18.5% 1.76 1.7% 62% False False 73,122
120 109.70 85.52 24.18 23.6% 1.81 1.8% 70% False False 70,665
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 108.36
2.618 106.26
1.618 104.97
1.000 104.17
0.618 103.68
HIGH 102.88
0.618 102.39
0.500 102.24
0.382 102.08
LOW 101.59
0.618 100.79
1.000 100.30
1.618 99.50
2.618 98.21
4.250 96.11
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 102.40 103.22
PP 102.32 102.97
S1 102.24 102.73

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

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