NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 97.90 98.44 0.54 0.6% 97.52
High 98.72 99.49 0.77 0.8% 99.49
Low 97.76 98.41 0.65 0.7% 96.55
Close 98.43 99.29 0.86 0.9% 99.29
Range 0.96 1.08 0.12 12.5% 2.94
ATR 1.29 1.27 -0.01 -1.1% 0.00
Volume 15,910 18,650 2,740 17.2% 79,511
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 102.30 101.88 99.88
R3 101.22 100.80 99.59
R2 100.14 100.14 99.49
R1 99.72 99.72 99.39 99.93
PP 99.06 99.06 99.06 99.17
S1 98.64 98.64 99.19 98.85
S2 97.98 97.98 99.09
S3 96.90 97.56 98.99
S4 95.82 96.48 98.70
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 107.26 106.22 100.91
R3 104.32 103.28 100.10
R2 101.38 101.38 99.83
R1 100.34 100.34 99.56 100.86
PP 98.44 98.44 98.44 98.71
S1 97.40 97.40 99.02 97.92
S2 95.50 95.50 98.75
S3 92.56 94.46 98.48
S4 89.62 91.52 97.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.49 96.55 2.94 3.0% 1.35 1.4% 93% True False 20,983
10 100.65 96.55 4.10 4.1% 1.46 1.5% 67% False False 21,478
20 100.65 94.64 6.01 6.1% 1.20 1.2% 77% False False 19,871
40 100.65 93.99 6.66 6.7% 1.16 1.2% 80% False False 19,748
60 100.65 88.11 12.54 12.6% 1.20 1.2% 89% False False 20,640
80 100.65 88.11 12.54 12.6% 1.24 1.2% 89% False False 19,559
100 100.65 84.84 15.81 15.9% 1.29 1.3% 91% False False 17,785
120 100.65 84.84 15.81 15.9% 1.26 1.3% 91% False False 16,310
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.08
2.618 102.32
1.618 101.24
1.000 100.57
0.618 100.16
HIGH 99.49
0.618 99.08
0.500 98.95
0.382 98.82
LOW 98.41
0.618 97.74
1.000 97.33
1.618 96.66
2.618 95.58
4.250 93.82
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 99.18 99.00
PP 99.06 98.70
S1 98.95 98.41

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

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