NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 101.43 100.47 -0.96 -0.9% 99.00
High 101.89 101.21 -0.68 -0.7% 103.14
Low 99.85 100.00 0.15 0.2% 99.00
Close 100.66 100.88 0.22 0.2% 103.08
Range 2.04 1.21 -0.83 -40.7% 4.14
ATR 1.47 1.45 -0.02 -1.3% 0.00
Volume 19,252 17,662 -1,590 -8.3% 49,976
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 104.33 103.81 101.55
R3 103.12 102.60 101.21
R2 101.91 101.91 101.10
R1 101.39 101.39 100.99 101.65
PP 100.70 100.70 100.70 100.83
S1 100.18 100.18 100.77 100.44
S2 99.49 99.49 100.66
S3 98.28 98.97 100.55
S4 97.07 97.76 100.21
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% 1.37 1.4% 31% False False 15,173
10 104.37 99.00 5.37 5.3% 1.57 1.6% 35% False False 15,851
20 104.37 98.98 5.39 5.3% 1.34 1.3% 35% False False 14,388
40 104.37 96.50 7.87 7.8% 1.32 1.3% 56% False False 12,834
60 104.37 89.48 14.89 14.8% 1.26 1.3% 77% False False 13,041
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 106.35
2.618 104.38
1.618 103.17
1.000 102.42
0.618 101.96
HIGH 101.21
0.618 100.75
0.500 100.61
0.382 100.46
LOW 100.00
0.618 99.25
1.000 98.79
1.618 98.04
2.618 96.83
4.250 94.86
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 100.79 101.32
PP 100.70 101.17
S1 100.61 101.03

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

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