NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 25-Sep-2013
Day Change Summary
Previous Current
24-Sep-2013 25-Sep-2013 Change Change % Previous Week
Open 102.51 102.74 0.23 0.2% 105.59
High 102.88 103.35 0.47 0.5% 106.68
Low 101.59 101.57 -0.02 0.0% 103.02
Close 102.48 102.05 -0.43 -0.4% 103.71
Range 1.29 1.78 0.49 38.0% 3.66
ATR 1.90 1.89 -0.01 -0.4% 0.00
Volume 102,853 132,140 29,287 28.5% 465,818
Daily Pivots for day following 25-Sep-2013
Classic Woodie Camarilla DeMark
R4 107.66 106.64 103.03
R3 105.88 104.86 102.54
R2 104.10 104.10 102.38
R1 103.08 103.08 102.21 102.70
PP 102.32 102.32 102.32 102.14
S1 101.30 101.30 101.89 100.92
S2 100.54 100.54 101.72
S3 98.76 99.52 101.56
S4 96.98 97.74 101.07
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
5 106.68 101.57 5.11 5.0% 1.75 1.7% 9% False True 113,360
10 106.68 101.57 5.11 5.0% 1.83 1.8% 9% False True 96,620
20 109.70 101.57 8.13 8.0% 1.98 1.9% 6% False True 88,484
40 109.70 99.65 10.05 9.8% 1.84 1.8% 24% False False 77,848
60 109.70 95.20 14.50 14.2% 1.74 1.7% 47% False False 80,463
80 109.70 91.05 18.65 18.3% 1.74 1.7% 59% False False 78,337
100 109.70 90.69 19.01 18.6% 1.75 1.7% 60% False False 73,822
120 109.70 85.52 24.18 23.7% 1.81 1.8% 68% False False 71,162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.92
2.618 108.01
1.618 106.23
1.000 105.13
0.618 104.45
HIGH 103.35
0.618 102.67
0.500 102.46
0.382 102.25
LOW 101.57
0.618 100.47
1.000 99.79
1.618 98.69
2.618 96.91
4.250 94.01
Fisher Pivots for day following 25-Sep-2013
Pivot 1 day 3 day
R1 102.46 102.82
PP 102.32 102.56
S1 102.19 102.31

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

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