NYMEX Light Sweet Crude Oil Future May 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 96.91 99.76 2.85 2.9% 99.93
High 99.55 99.89 0.34 0.3% 100.10
Low 96.91 98.34 1.43 1.5% 97.74
Close 99.55 98.35 -1.20 -1.2% 99.25
Range 2.64 1.55 -1.09 -41.3% 2.36
ATR 1.11 1.14 0.03 2.9% 0.00
Volume 4,083 5,357 1,274 31.2% 19,031
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 103.51 102.48 99.20
R3 101.96 100.93 98.78
R2 100.41 100.41 98.63
R1 99.38 99.38 98.49 99.12
PP 98.86 98.86 98.86 98.73
S1 97.83 97.83 98.21 97.57
S2 97.31 97.31 98.07
S3 95.76 96.28 97.92
S4 94.21 94.73 97.50
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 106.11 105.04 100.55
R3 103.75 102.68 99.90
R2 101.39 101.39 99.68
R1 100.32 100.32 99.47 99.68
PP 99.03 99.03 99.03 98.71
S1 97.96 97.96 99.03 97.32
S2 96.67 96.67 98.82
S3 94.31 95.60 98.60
S4 91.95 93.24 97.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.89 96.91 2.98 3.0% 1.43 1.4% 48% True False 4,087
10 100.38 96.91 3.47 3.5% 1.06 1.1% 41% False False 3,926
20 101.55 96.91 4.64 4.7% 0.86 0.9% 31% False False 3,677
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 0.07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.48
2.618 103.95
1.618 102.40
1.000 101.44
0.618 100.85
HIGH 99.89
0.618 99.30
0.500 99.12
0.382 98.93
LOW 98.34
0.618 97.38
1.000 96.79
1.618 95.83
2.618 94.28
4.250 91.75
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 99.12 98.40
PP 98.86 98.38
S1 98.61 98.37

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

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