NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 100.46 100.13 -0.33 -0.3% 102.55
High 101.25 100.50 -0.75 -0.7% 102.79
Low 100.01 99.00 -1.01 -1.0% 99.85
Close 100.67 99.40 -1.27 -1.3% 101.59
Range 1.24 1.50 0.26 21.0% 2.94
ATR 1.42 1.44 0.02 1.2% 0.00
Volume 14,163 19,935 5,772 40.8% 88,310
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 104.13 103.27 100.23
R3 102.63 101.77 99.81
R2 101.13 101.13 99.68
R1 100.27 100.27 99.54 99.95
PP 99.63 99.63 99.63 99.48
S1 98.77 98.77 99.26 98.45
S2 98.13 98.13 99.13
S3 96.63 97.27 98.99
S4 95.13 95.77 98.58
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 110.23 108.85 103.21
R3 107.29 105.91 102.40
R2 104.35 104.35 102.13
R1 102.97 102.97 101.86 102.19
PP 101.41 101.41 101.41 101.02
S1 100.03 100.03 101.32 99.25
S2 98.47 98.47 101.05
S3 95.53 97.09 100.78
S4 92.59 94.15 99.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.08 99.00 3.08 3.1% 1.20 1.2% 13% False True 16,890
10 103.14 99.00 4.14 4.2% 1.27 1.3% 10% False True 15,846
20 104.37 98.98 5.39 5.4% 1.40 1.4% 8% False False 15,297
40 104.37 96.50 7.87 7.9% 1.31 1.3% 37% False False 13,004
60 104.37 89.48 14.89 15.0% 1.23 1.2% 67% False False 13,724
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 0.25
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 106.88
2.618 104.43
1.618 102.93
1.000 102.00
0.618 101.43
HIGH 100.50
0.618 99.93
0.500 99.75
0.382 99.57
LOW 99.00
0.618 98.07
1.000 97.50
1.618 96.57
2.618 95.07
4.250 92.63
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 99.75 100.39
PP 99.63 100.06
S1 99.52 99.73

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

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