NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 99.58 98.79 -0.79 -0.8% 101.20
High 99.98 98.80 -1.18 -1.2% 101.36
Low 98.81 97.96 -0.85 -0.9% 98.75
Close 99.47 98.29 -1.18 -1.2% 100.33
Range 1.17 0.84 -0.33 -28.2% 2.61
ATR 1.16 1.19 0.02 2.1% 0.00
Volume 3,810 8,929 5,119 134.4% 24,731
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 100.87 100.42 98.75
R3 100.03 99.58 98.52
R2 99.19 99.19 98.44
R1 98.74 98.74 98.37 98.55
PP 98.35 98.35 98.35 98.25
S1 97.90 97.90 98.21 97.71
S2 97.51 97.51 98.14
S3 96.67 97.06 98.06
S4 95.83 96.22 97.83
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 97.96 2.56 2.6% 0.96 1.0% 13% False True 5,634
10 101.62 97.96 3.66 3.7% 1.03 1.0% 9% False True 5,006
20 103.06 97.95 5.11 5.2% 1.11 1.1% 7% False False 4,693
40 103.06 95.56 7.50 7.6% 0.97 1.0% 36% False False 4,076
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.37
2.618 101.00
1.618 100.16
1.000 99.64
0.618 99.32
HIGH 98.80
0.618 98.48
0.500 98.38
0.382 98.28
LOW 97.96
0.618 97.44
1.000 97.12
1.618 96.60
2.618 95.76
4.250 94.39
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 98.38 99.18
PP 98.35 98.88
S1 98.32 98.59

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

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