NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 102.55 101.43 -1.12 -1.1% 99.00
High 102.79 101.89 -0.90 -0.9% 103.14
Low 101.56 99.85 -1.71 -1.7% 99.00
Close 102.19 100.66 -1.53 -1.5% 103.08
Range 1.23 2.04 0.81 65.9% 4.14
ATR 1.40 1.47 0.07 4.8% 0.00
Volume 18,703 19,252 549 2.9% 49,976
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 106.92 105.83 101.78
R3 104.88 103.79 101.22
R2 102.84 102.84 101.03
R1 101.75 101.75 100.85 101.28
PP 100.80 100.80 100.80 100.56
S1 99.71 99.71 100.47 99.24
S2 98.76 98.76 100.29
S3 96.72 97.67 100.10
S4 94.68 95.63 99.54
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 99.85 3.29 3.3% 1.34 1.3% 25% False True 14,801
10 104.37 99.00 5.37 5.3% 1.67 1.7% 31% False False 14,772
20 104.37 98.98 5.39 5.4% 1.32 1.3% 31% False False 14,028
40 104.37 96.50 7.87 7.8% 1.31 1.3% 53% False False 12,692
60 104.37 89.48 14.89 14.8% 1.26 1.2% 75% False False 12,962
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 0.17
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110.56
2.618 107.23
1.618 105.19
1.000 103.93
0.618 103.15
HIGH 101.89
0.618 101.11
0.500 100.87
0.382 100.63
LOW 99.85
0.618 98.59
1.000 97.81
1.618 96.55
2.618 94.51
4.250 91.18
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 100.87 101.50
PP 100.80 101.22
S1 100.73 100.94

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

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