NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 19-Sep-2013
Day Change Summary
Previous Current
18-Sep-2013 19-Sep-2013 Change Change % Previous Week
Open 98.28 100.86 2.58 2.6% 101.20
High 100.67 100.86 0.19 0.2% 101.36
Low 98.28 99.11 0.83 0.8% 98.75
Close 100.54 99.31 -1.23 -1.2% 100.33
Range 2.39 1.75 -0.64 -26.8% 2.61
ATR 1.27 1.31 0.03 2.7% 0.00
Volume 5,818 7,882 2,064 35.5% 24,731
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 105.01 103.91 100.27
R3 103.26 102.16 99.79
R2 101.51 101.51 99.63
R1 100.41 100.41 99.47 100.09
PP 99.76 99.76 99.76 99.60
S1 98.66 98.66 99.15 98.34
S2 98.01 98.01 98.99
S3 96.26 96.91 98.83
S4 94.51 95.16 98.35
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
5 100.86 97.96 2.90 2.9% 1.44 1.4% 47% True False 6,557
10 101.62 97.96 3.66 3.7% 1.29 1.3% 37% False False 5,667
20 103.06 97.96 5.10 5.1% 1.22 1.2% 26% False False 4,909
40 103.06 95.56 7.50 7.6% 1.03 1.0% 50% False False 4,209
Crabel Price Patterns
NR True
NR4 False
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 True
Stretch 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.30
2.618 105.44
1.618 103.69
1.000 102.61
0.618 101.94
HIGH 100.86
0.618 100.19
0.500 99.99
0.382 99.78
LOW 99.11
0.618 98.03
1.000 97.36
1.618 96.28
2.618 94.53
4.250 91.67
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 99.99 99.41
PP 99.76 99.38
S1 99.54 99.34

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

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