NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 100.10 99.58 -0.52 -0.5% 101.20
High 100.40 99.98 -0.42 -0.4% 101.36
Low 99.37 98.81 -0.56 -0.6% 98.75
Close 100.33 99.47 -0.86 -0.9% 100.33
Range 1.03 1.17 0.14 13.6% 2.61
ATR 1.14 1.16 0.03 2.4% 0.00
Volume 6,350 3,810 -2,540 -40.0% 24,731
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 102.93 102.37 100.11
R3 101.76 101.20 99.79
R2 100.59 100.59 99.68
R1 100.03 100.03 99.58 99.73
PP 99.42 99.42 99.42 99.27
S1 98.86 98.86 99.36 98.56
S2 98.25 98.25 99.26
S3 97.08 97.69 99.15
S4 95.91 96.52 98.83
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 107.98 106.76 101.77
R3 105.37 104.15 101.05
R2 102.76 102.76 100.81
R1 101.54 101.54 100.57 100.85
PP 100.15 100.15 100.15 99.80
S1 98.93 98.93 100.09 98.24
S2 97.54 97.54 99.85
S3 94.93 96.32 99.61
S4 92.32 93.71 98.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.52 98.75 1.77 1.8% 1.13 1.1% 41% False False 4,921
10 101.62 98.72 2.90 2.9% 1.13 1.1% 26% False False 4,642
20 103.06 97.95 5.11 5.1% 1.09 1.1% 30% False False 4,472
40 103.06 95.56 7.50 7.5% 0.96 1.0% 52% False False 3,977
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.14
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.95
2.618 103.04
1.618 101.87
1.000 101.15
0.618 100.70
HIGH 99.98
0.618 99.53
0.500 99.40
0.382 99.26
LOW 98.81
0.618 98.09
1.000 97.64
1.618 96.92
2.618 95.75
4.250 93.84
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 99.45 99.67
PP 99.42 99.60
S1 99.40 99.54

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

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