NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 102.11 102.55 0.44 0.4% 99.00
High 103.14 102.79 -0.35 -0.3% 103.14
Low 101.70 101.56 -0.14 -0.1% 99.00
Close 103.08 102.19 -0.89 -0.9% 103.08
Range 1.44 1.23 -0.21 -14.6% 4.14
ATR 1.39 1.40 0.01 0.6% 0.00
Volume 9,188 18,703 9,515 103.6% 49,976
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 105.87 105.26 102.87
R3 104.64 104.03 102.53
R2 103.41 103.41 102.42
R1 102.80 102.80 102.30 102.49
PP 102.18 102.18 102.18 102.03
S1 101.57 101.57 102.08 101.26
S2 100.95 100.95 101.96
S3 99.72 100.34 101.85
S4 98.49 99.11 101.51
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 4.1% 1.54 1.5% 77% False False 13,735
10 104.37 99.00 5.37 5.3% 1.56 1.5% 59% False False 13,902
20 104.37 97.91 6.46 6.3% 1.29 1.3% 66% False False 13,539
40 104.37 96.50 7.87 7.7% 1.28 1.3% 72% False False 12,506
60 104.37 89.48 14.89 14.6% 1.24 1.2% 85% False False 12,760
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 0.13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.02
2.618 106.01
1.618 104.78
1.000 104.02
0.618 103.55
HIGH 102.79
0.618 102.32
0.500 102.18
0.382 102.03
LOW 101.56
0.618 100.80
1.000 100.33
1.618 99.57
2.618 98.34
4.250 96.33
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 102.19 102.19
PP 102.18 102.18
S1 102.18 102.18

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

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