NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 101.29 102.11 0.82 0.8% 99.00
High 102.14 103.14 1.00 1.0% 103.14
Low 101.21 101.70 0.49 0.5% 99.00
Close 101.88 103.08 1.20 1.2% 103.08
Range 0.93 1.44 0.51 54.8% 4.14
ATR 1.39 1.39 0.00 0.2% 0.00
Volume 11,060 9,188 -1,872 -16.9% 49,976
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 106.96 106.46 103.87
R3 105.52 105.02 103.48
R2 104.08 104.08 103.34
R1 103.58 103.58 103.21 103.83
PP 102.64 102.64 102.64 102.77
S1 102.14 102.14 102.95 102.39
S2 101.20 101.20 102.82
S3 99.76 100.70 102.68
S4 98.32 99.26 102.29
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 114.16 112.76 105.36
R3 110.02 108.62 104.22
R2 105.88 105.88 103.84
R1 104.48 104.48 103.46 105.18
PP 101.74 101.74 101.74 102.09
S1 100.34 100.34 102.70 101.04
S2 97.60 97.60 102.32
S3 93.46 96.20 101.94
S4 89.32 92.06 100.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.14 99.00 4.14 4.0% 1.54 1.5% 99% True False 12,780
10 104.37 99.00 5.37 5.2% 1.58 1.5% 76% False False 13,478
20 104.37 97.07 7.30 7.1% 1.31 1.3% 82% False False 13,188
40 104.37 96.50 7.87 7.6% 1.28 1.2% 84% False False 12,502
60 104.37 89.48 14.89 14.4% 1.24 1.2% 91% False False 12,522
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 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109.26
2.618 106.91
1.618 105.47
1.000 104.58
0.618 104.03
HIGH 103.14
0.618 102.59
0.500 102.42
0.382 102.25
LOW 101.70
0.618 100.81
1.000 100.26
1.618 99.37
2.618 97.93
4.250 95.58
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 102.86 102.69
PP 102.64 102.29
S1 102.42 101.90

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

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