NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 101.99 100.35 -1.64 -1.6% 100.46
High 102.29 100.90 -1.39 -1.4% 102.29
Low 100.30 99.87 -0.43 -0.4% 99.00
Close 100.48 100.17 -0.31 -0.3% 100.17
Range 1.99 1.03 -0.96 -48.2% 3.29
ATR 1.58 1.54 -0.04 -2.5% 0.00
Volume 26,102 17,884 -8,218 -31.5% 96,293
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 103.40 102.82 100.74
R3 102.37 101.79 100.45
R2 101.34 101.34 100.36
R1 100.76 100.76 100.26 100.54
PP 100.31 100.31 100.31 100.20
S1 99.73 99.73 100.08 99.51
S2 99.28 99.28 99.98
S3 98.25 98.70 99.89
S4 97.22 97.67 99.60
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 110.36 108.55 101.98
R3 107.07 105.26 101.07
R2 103.78 103.78 100.77
R1 101.97 101.97 100.47 101.23
PP 100.49 100.49 100.49 100.12
S1 98.68 98.68 99.87 97.94
S2 97.20 97.20 99.57
S3 93.91 95.39 99.27
S4 90.62 92.10 98.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.29 99.00 3.29 3.3% 1.75 1.7% 36% False False 19,258
10 102.79 99.00 3.79 3.8% 1.53 1.5% 31% False False 18,460
20 104.37 99.00 5.37 5.4% 1.55 1.5% 22% False False 15,969
40 104.37 96.50 7.87 7.9% 1.35 1.4% 47% False False 13,743
60 104.37 91.74 12.63 12.6% 1.26 1.3% 67% False False 14,065
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.28
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 105.28
2.618 103.60
1.618 102.57
1.000 101.93
0.618 101.54
HIGH 100.90
0.618 100.51
0.500 100.39
0.382 100.26
LOW 99.87
0.618 99.23
1.000 98.84
1.618 98.20
2.618 97.17
4.250 95.49
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 100.39 100.65
PP 100.31 100.49
S1 100.24 100.33

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

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