NYMEX Light Sweet Crude Oil Future February 2014


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 101.18 100.45 -0.73 -0.7% 102.00
High 101.57 100.76 -0.81 -0.8% 103.73
Low 100.01 99.53 -0.48 -0.5% 100.26
Close 100.52 100.41 -0.11 -0.1% 101.33
Range 1.56 1.23 -0.33 -21.2% 3.47
ATR 1.63 1.60 -0.03 -1.7% 0.00
Volume 18,983 15,937 -3,046 -16.0% 71,576
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 103.92 103.40 101.09
R3 102.69 102.17 100.75
R2 101.46 101.46 100.64
R1 100.94 100.94 100.52 100.59
PP 100.23 100.23 100.23 100.06
S1 99.71 99.71 100.30 99.36
S2 99.00 99.00 100.18
S3 97.77 98.48 100.07
S4 96.54 97.25 99.73
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 112.18 110.23 103.24
R3 108.71 106.76 102.28
R2 105.24 105.24 101.97
R1 103.29 103.29 101.65 102.53
PP 101.77 101.77 101.77 101.40
S1 99.82 99.82 101.01 99.06
S2 98.30 98.30 100.69
S3 94.83 96.35 100.38
S4 91.36 92.88 99.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.73 99.53 4.20 4.2% 1.80 1.8% 21% False True 15,401
10 103.73 99.53 4.20 4.2% 1.56 1.6% 21% False True 15,623
20 106.22 99.53 6.69 6.7% 1.73 1.7% 13% False True 13,487
40 106.22 97.46 8.76 8.7% 1.47 1.5% 34% False False 11,348
60 106.22 93.50 12.72 12.7% 1.32 1.3% 54% False False 10,976
80 106.22 90.05 16.17 16.1% 1.30 1.3% 64% False False 9,169
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.99
2.618 103.98
1.618 102.75
1.000 101.99
0.618 101.52
HIGH 100.76
0.618 100.29
0.500 100.15
0.382 100.00
LOW 99.53
0.618 98.77
1.000 98.30
1.618 97.54
2.618 96.31
4.250 94.30
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 100.32 100.84
PP 100.23 100.70
S1 100.15 100.55

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

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