NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 97.84 98.23 0.39 0.4% 98.77
High 98.58 98.35 -0.23 -0.2% 99.14
Low 97.49 97.32 -0.17 -0.2% 96.70
Close 98.44 98.25 -0.19 -0.2% 98.25
Range 1.09 1.03 -0.06 -5.5% 2.44
ATR 1.29 1.27 -0.01 -0.9% 0.00
Volume 18,933 17,574 -1,359 -7.2% 102,510
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 101.06 100.69 98.82
R3 100.03 99.66 98.53
R2 99.00 99.00 98.44
R1 98.63 98.63 98.34 98.82
PP 97.97 97.97 97.97 98.07
S1 97.60 97.60 98.16 97.79
S2 96.94 96.94 98.06
S3 95.91 96.57 97.97
S4 94.88 95.54 97.68
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 105.35 104.24 99.59
R3 102.91 101.80 98.92
R2 100.47 100.47 98.70
R1 99.36 99.36 98.47 98.70
PP 98.03 98.03 98.03 97.70
S1 96.92 96.92 98.03 96.26
S2 95.59 95.59 97.80
S3 93.15 94.48 97.58
S4 90.71 92.04 96.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.14 96.70 2.44 2.5% 1.24 1.3% 64% False False 20,502
10 99.49 96.55 2.94 3.0% 1.30 1.3% 58% False False 20,742
20 100.65 96.41 4.24 4.3% 1.26 1.3% 43% False False 21,027
40 100.65 93.99 6.66 6.8% 1.20 1.2% 64% False False 19,084
60 100.65 88.11 12.54 12.8% 1.21 1.2% 81% False False 21,002
80 100.65 88.11 12.54 12.8% 1.23 1.2% 81% False False 19,928
100 100.65 86.89 13.76 14.0% 1.29 1.3% 83% False False 18,334
120 100.65 84.84 15.81 16.1% 1.27 1.3% 85% False False 16,877
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 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.73
2.618 101.05
1.618 100.02
1.000 99.38
0.618 98.99
HIGH 98.35
0.618 97.96
0.500 97.84
0.382 97.71
LOW 97.32
0.618 96.68
1.000 96.29
1.618 95.65
2.618 94.62
4.250 92.94
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 98.11 98.06
PP 97.97 97.87
S1 97.84 97.69

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

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