NYMEX Light Sweet Crude Oil Future June 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 97.34 96.30 -1.04 -1.1% 98.77
High 97.52 98.81 1.29 1.3% 99.14
Low 96.10 96.08 -0.02 0.0% 96.70
Close 96.56 98.63 2.07 2.1% 98.25
Range 1.42 2.73 1.31 92.3% 2.44
ATR 1.30 1.40 0.10 7.9% 0.00
Volume 19,155 23,068 3,913 20.4% 102,510
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 106.03 105.06 100.13
R3 103.30 102.33 99.38
R2 100.57 100.57 99.13
R1 99.60 99.60 98.88 100.09
PP 97.84 97.84 97.84 98.08
S1 96.87 96.87 98.38 97.36
S2 95.11 95.11 98.13
S3 92.38 94.14 97.88
S4 89.65 91.41 97.13
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 98.81 96.08 2.73 2.8% 1.51 1.5% 93% True True 18,131
10 99.49 96.08 3.41 3.5% 1.37 1.4% 75% False True 19,121
20 100.65 96.08 4.57 4.6% 1.40 1.4% 56% False True 21,207
40 100.65 93.99 6.66 6.8% 1.25 1.3% 70% False False 18,502
60 100.65 88.85 11.80 12.0% 1.17 1.2% 83% False False 20,885
80 100.65 88.11 12.54 12.7% 1.24 1.3% 84% False False 20,163
100 100.65 86.89 13.76 14.0% 1.29 1.3% 85% False False 18,552
120 100.65 84.84 15.81 16.0% 1.29 1.3% 87% False False 17,038
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 110.41
2.618 105.96
1.618 103.23
1.000 101.54
0.618 100.50
HIGH 98.81
0.618 97.77
0.500 97.45
0.382 97.12
LOW 96.08
0.618 94.39
1.000 93.35
1.618 91.66
2.618 88.93
4.250 84.48
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 98.24 98.24
PP 97.84 97.84
S1 97.45 97.45

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

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