NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 102.74 101.68 -1.06 -1.0% 105.59
High 103.35 102.70 -0.65 -0.6% 106.68
Low 101.57 101.60 0.03 0.0% 103.02
Close 102.05 102.52 0.47 0.5% 103.71
Range 1.78 1.10 -0.68 -38.2% 3.66
ATR 1.89 1.83 -0.06 -3.0% 0.00
Volume 132,140 112,166 -19,974 -15.1% 465,818
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 105.57 105.15 103.13
R3 104.47 104.05 102.82
R2 103.37 103.37 102.72
R1 102.95 102.95 102.62 103.16
PP 102.27 102.27 102.27 102.38
S1 101.85 101.85 102.42 102.06
S2 101.17 101.17 102.32
S3 100.07 100.75 102.22
S4 98.97 99.65 101.92
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
5 104.85 101.57 3.28 3.2% 1.49 1.4% 29% False False 112,682
10 106.68 101.57 5.11 5.0% 1.77 1.7% 19% False False 100,819
20 108.12 101.57 6.55 6.4% 1.90 1.9% 15% False False 88,380
40 109.70 99.65 10.05 9.8% 1.82 1.8% 29% False False 78,856
60 109.70 96.48 13.22 12.9% 1.73 1.7% 46% False False 80,754
80 109.70 91.05 18.65 18.2% 1.73 1.7% 62% False False 78,847
100 109.70 90.69 19.01 18.5% 1.74 1.7% 62% False False 74,183
120 109.70 85.52 24.18 23.6% 1.81 1.8% 70% False False 71,582
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 107.38
2.618 105.58
1.618 104.48
1.000 103.80
0.618 103.38
HIGH 102.70
0.618 102.28
0.500 102.15
0.382 102.02
LOW 101.60
0.618 100.92
1.000 100.50
1.618 99.82
2.618 98.72
4.250 96.93
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 102.40 102.50
PP 102.27 102.48
S1 102.15 102.46

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

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