NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 99.80 99.55 -0.25 -0.3% 98.72
High 99.95 100.52 0.57 0.6% 101.62
Low 99.16 99.55 0.39 0.4% 98.72
Close 99.65 100.52 0.87 0.9% 101.62
Range 0.79 0.97 0.18 22.8% 2.90
ATR 1.15 1.14 -0.01 -1.1% 0.00
Volume 5,374 3,709 -1,665 -31.0% 17,885
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 103.11 102.78 101.05
R3 102.14 101.81 100.79
R2 101.17 101.17 100.70
R1 100.84 100.84 100.61 101.01
PP 100.20 100.20 100.20 100.28
S1 99.87 99.87 100.43 100.04
S2 99.23 99.23 100.34
S3 98.26 98.90 100.25
S4 97.29 97.93 99.99
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% 1.14 1.1% 62% False False 4,777
10 101.62 98.72 2.90 2.9% 1.09 1.1% 62% False False 4,610
20 103.06 97.95 5.11 5.1% 1.05 1.0% 50% False False 4,305
40 103.06 95.56 7.50 7.5% 0.95 0.9% 66% False False 3,927
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.64
2.618 103.06
1.618 102.09
1.000 101.49
0.618 101.12
HIGH 100.52
0.618 100.15
0.500 100.04
0.382 99.92
LOW 99.55
0.618 98.95
1.000 98.58
1.618 97.98
2.618 97.01
4.250 95.43
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 100.36 100.23
PP 100.20 99.93
S1 100.04 99.64

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

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