NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 99.76 98.85 -0.91 -0.9% 100.46
High 100.11 99.72 -0.39 -0.4% 102.29
Low 98.66 98.85 0.19 0.2% 99.00
Close 99.04 99.71 0.67 0.7% 100.17
Range 1.45 0.87 -0.58 -40.0% 3.29
ATR 1.49 1.45 -0.04 -3.0% 0.00
Volume 23,837 24,289 452 1.9% 96,293
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 102.04 101.74 100.19
R3 101.17 100.87 99.95
R2 100.30 100.30 99.87
R1 100.00 100.00 99.79 100.15
PP 99.43 99.43 99.43 99.50
S1 99.13 99.13 99.63 99.28
S2 98.56 98.56 99.55
S3 97.69 98.26 99.47
S4 96.82 97.39 99.23
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
5 100.90 98.50 2.40 2.4% 1.15 1.2% 50% False False 21,609
10 102.29 98.50 3.79 3.8% 1.46 1.5% 32% False False 20,382
20 103.14 98.50 4.64 4.7% 1.46 1.5% 26% False False 17,829
40 104.37 96.50 7.87 7.9% 1.37 1.4% 41% False False 15,177
60 104.37 94.29 10.08 10.1% 1.28 1.3% 54% False False 15,051
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 103.42
2.618 102.00
1.618 101.13
1.000 100.59
0.618 100.26
HIGH 99.72
0.618 99.39
0.500 99.29
0.382 99.18
LOW 98.85
0.618 98.31
1.000 97.98
1.618 97.44
2.618 96.57
4.250 95.15
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 99.57 99.58
PP 99.43 99.44
S1 99.29 99.31

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

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