NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 98.79 98.28 -0.51 -0.5% 101.20
High 98.80 100.67 1.87 1.9% 101.36
Low 97.96 98.28 0.32 0.3% 98.75
Close 98.29 100.54 2.25 2.3% 100.33
Range 0.84 2.39 1.55 184.5% 2.61
ATR 1.19 1.27 0.09 7.2% 0.00
Volume 8,929 5,818 -3,111 -34.8% 24,731
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 107.00 106.16 101.85
R3 104.61 103.77 101.20
R2 102.22 102.22 100.98
R1 101.38 101.38 100.76 101.80
PP 99.83 99.83 99.83 100.04
S1 98.99 98.99 100.32 99.41
S2 97.44 97.44 100.10
S3 95.05 96.60 99.88
S4 92.66 94.21 99.23
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
5 100.67 97.96 2.71 2.7% 1.28 1.3% 95% True False 5,723
10 101.62 97.96 3.66 3.6% 1.19 1.2% 70% False False 5,187
20 103.06 97.95 5.11 5.1% 1.18 1.2% 51% False False 4,832
40 103.06 95.56 7.50 7.5% 1.01 1.0% 66% False False 4,154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 47 trading days
Fibonacci Retracements and Extensions
4.250 110.83
2.618 106.93
1.618 104.54
1.000 103.06
0.618 102.15
HIGH 100.67
0.618 99.76
0.500 99.48
0.382 99.19
LOW 98.28
0.618 96.80
1.000 95.89
1.618 94.41
2.618 92.02
4.250 88.12
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 100.19 100.13
PP 99.83 99.72
S1 99.48 99.32

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

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