NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 102.33 102.05 -0.28 -0.3% 103.83
High 103.18 102.33 -0.85 -0.8% 104.07
Low 101.85 100.64 -1.21 -1.2% 101.57
Close 102.34 101.90 -0.44 -0.4% 102.34
Range 1.33 1.69 0.36 27.1% 2.50
ATR 1.80 1.79 -0.01 -0.4% 0.00
Volume 89,608 101,531 11,923 13.3% 552,278
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 106.69 105.99 102.83
R3 105.00 104.30 102.36
R2 103.31 103.31 102.21
R1 102.61 102.61 102.05 102.12
PP 101.62 101.62 101.62 101.38
S1 100.92 100.92 101.75 100.43
S2 99.93 99.93 101.59
S3 98.24 99.23 101.44
S4 96.55 97.54 100.97
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
5 103.35 100.64 2.71 2.7% 1.44 1.4% 46% False True 107,659
10 106.68 100.64 6.04 5.9% 1.77 1.7% 21% False True 105,624
20 108.12 100.64 7.48 7.3% 1.85 1.8% 17% False True 89,577
40 109.70 99.65 10.05 9.9% 1.80 1.8% 22% False False 79,828
60 109.70 98.37 11.33 11.1% 1.71 1.7% 31% False False 78,886
80 109.70 91.05 18.65 18.3% 1.74 1.7% 58% False False 79,438
100 109.70 90.69 19.01 18.7% 1.75 1.7% 59% False False 75,042
120 109.70 85.52 24.18 23.7% 1.81 1.8% 68% False False 72,408
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109.51
2.618 106.75
1.618 105.06
1.000 104.02
0.618 103.37
HIGH 102.33
0.618 101.68
0.500 101.49
0.382 101.29
LOW 100.64
0.618 99.60
1.000 98.95
1.618 97.91
2.618 96.22
4.250 93.46
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 101.76 101.91
PP 101.62 101.91
S1 101.49 101.90

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

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