NYMEX Light Sweet Crude Oil Future February 2014


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 100.22 99.71 -0.51 -0.5% 101.18
High 101.22 100.51 -0.71 -0.7% 101.57
Low 100.09 98.96 -1.13 -1.1% 99.53
Close 100.46 100.16 -0.30 -0.3% 100.46
Range 1.13 1.55 0.42 37.2% 2.04
ATR 1.51 1.52 0.00 0.2% 0.00
Volume 12,474 15,528 3,054 24.5% 88,530
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 104.53 103.89 101.01
R3 102.98 102.34 100.59
R2 101.43 101.43 100.44
R1 100.79 100.79 100.30 101.11
PP 99.88 99.88 99.88 100.04
S1 99.24 99.24 100.02 99.56
S2 98.33 98.33 99.88
S3 96.78 97.69 99.73
S4 95.23 96.14 99.31
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 106.64 105.59 101.58
R3 104.60 103.55 101.02
R2 102.56 102.56 100.83
R1 101.51 101.51 100.65 101.02
PP 100.52 100.52 100.52 100.27
S1 99.47 99.47 100.27 98.98
S2 98.48 98.48 100.09
S3 96.44 97.43 99.90
S4 94.40 95.39 99.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.25 98.96 2.29 2.3% 1.26 1.3% 52% False True 17,015
10 103.73 98.96 4.77 4.8% 1.56 1.6% 25% False True 16,339
20 104.67 98.96 5.71 5.7% 1.55 1.5% 21% False True 14,800
40 106.22 97.46 8.76 8.7% 1.46 1.5% 31% False False 12,143
60 106.22 96.28 9.94 9.9% 1.34 1.3% 39% False False 11,534
80 106.22 90.05 16.17 16.1% 1.32 1.3% 63% False False 9,906
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 107.10
2.618 104.57
1.618 103.02
1.000 102.06
0.618 101.47
HIGH 100.51
0.618 99.92
0.500 99.74
0.382 99.55
LOW 98.96
0.618 98.00
1.000 97.41
1.618 96.45
2.618 94.90
4.250 92.37
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 100.02 100.14
PP 99.88 100.11
S1 99.74 100.09

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

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