NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 101.68 102.33 0.65 0.6% 103.83
High 102.70 103.18 0.48 0.5% 104.07
Low 101.60 101.85 0.25 0.2% 101.57
Close 102.52 102.34 -0.18 -0.2% 102.34
Range 1.10 1.33 0.23 20.9% 2.50
ATR 1.83 1.80 -0.04 -2.0% 0.00
Volume 112,166 89,608 -22,558 -20.1% 552,278
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 106.45 105.72 103.07
R3 105.12 104.39 102.71
R2 103.79 103.79 102.58
R1 103.06 103.06 102.46 103.43
PP 102.46 102.46 102.46 102.64
S1 101.73 101.73 102.22 102.10
S2 101.13 101.13 102.10
S3 99.80 100.40 101.97
S4 98.47 99.07 101.61
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 110.16 108.75 103.72
R3 107.66 106.25 103.03
R2 105.16 105.16 102.80
R1 103.75 103.75 102.57 103.21
PP 102.66 102.66 102.66 102.39
S1 101.25 101.25 102.11 100.71
S2 100.16 100.16 101.88
S3 97.66 98.75 101.65
S4 95.16 96.25 100.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.07 101.57 2.50 2.4% 1.47 1.4% 31% False False 110,455
10 106.68 101.57 5.11 5.0% 1.76 1.7% 15% False False 101,809
20 108.12 101.57 6.55 6.4% 1.86 1.8% 12% False False 88,107
40 109.70 99.65 10.05 9.8% 1.80 1.8% 27% False False 79,536
60 109.70 97.17 12.53 12.2% 1.72 1.7% 41% False False 79,770
80 109.70 91.05 18.65 18.2% 1.73 1.7% 61% False False 78,937
100 109.70 90.69 19.01 18.6% 1.75 1.7% 61% False False 74,473
120 109.70 85.52 24.18 23.6% 1.81 1.8% 70% False False 72,002
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.83
2.618 106.66
1.618 105.33
1.000 104.51
0.618 104.00
HIGH 103.18
0.618 102.67
0.500 102.52
0.382 102.36
LOW 101.85
0.618 101.03
1.000 100.52
1.618 99.70
2.618 98.37
4.250 96.20
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 102.52 102.46
PP 102.46 102.42
S1 102.40 102.38

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

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