NYMEX Light Sweet Crude Oil Future April 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 101.20 100.25 -0.95 -0.9% 98.72
High 101.36 100.43 -0.93 -0.9% 101.62
Low 100.25 98.75 -1.50 -1.5% 98.72
Close 100.85 99.44 -1.41 -1.4% 101.62
Range 1.11 1.68 0.57 51.4% 2.90
ATR 1.10 1.18 0.07 6.4% 0.00
Volume 3,933 5,365 1,432 36.4% 17,885
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 104.58 103.69 100.36
R3 102.90 102.01 99.90
R2 101.22 101.22 99.75
R1 100.33 100.33 99.59 99.94
PP 99.54 99.54 99.54 99.34
S1 98.65 98.65 99.29 98.26
S2 97.86 97.86 99.13
S3 96.18 96.97 98.98
S4 94.50 95.29 98.52
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 109.35 108.39 103.22
R3 106.45 105.49 102.42
R2 103.55 103.55 102.15
R1 102.59 102.59 101.89 103.07
PP 100.65 100.65 100.65 100.90
S1 99.69 99.69 101.35 100.17
S2 97.75 97.75 101.09
S3 94.85 96.79 100.82
S4 91.95 93.89 100.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.62 98.75 2.87 2.9% 1.09 1.1% 24% False True 4,377
10 103.06 98.72 4.34 4.4% 1.35 1.4% 17% False False 4,424
20 103.06 97.95 5.11 5.1% 1.04 1.0% 29% False False 4,363
40 103.06 95.56 7.50 7.5% 0.94 0.9% 52% False False 3,886
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 0.16
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 107.57
2.618 104.83
1.618 103.15
1.000 102.11
0.618 101.47
HIGH 100.43
0.618 99.79
0.500 99.59
0.382 99.39
LOW 98.75
0.618 97.71
1.000 97.07
1.618 96.03
2.618 94.35
4.250 91.61
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 99.59 100.19
PP 99.54 99.94
S1 99.49 99.69

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

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