NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 98.69 97.34 -1.35 -1.4% 97.32
High 99.22 98.00 -1.22 -1.2% 99.22
Low 97.23 97.02 -0.21 -0.2% 96.08
Close 97.47 97.35 -0.12 -0.1% 97.35
Range 1.99 0.98 -1.01 -50.8% 3.14
ATR 1.44 1.41 -0.03 -2.3% 0.00
Volume 34,446 22,430 -12,016 -34.9% 111,025
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 100.40 99.85 97.89
R3 99.42 98.87 97.62
R2 98.44 98.44 97.53
R1 97.89 97.89 97.44 98.17
PP 97.46 97.46 97.46 97.59
S1 96.91 96.91 97.26 97.19
S2 96.48 96.48 97.17
S3 95.50 95.93 97.08
S4 94.52 94.95 96.81
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 106.97 105.30 99.08
R3 103.83 102.16 98.21
R2 100.69 100.69 97.93
R1 99.02 99.02 97.64 99.86
PP 97.55 97.55 97.55 97.97
S1 95.88 95.88 97.06 96.72
S2 94.41 94.41 96.77
S3 91.27 92.74 96.49
S4 88.13 89.60 95.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.22 96.08 3.14 3.2% 1.68 1.7% 40% False False 22,205
10 99.22 96.08 3.14 3.2% 1.46 1.5% 40% False False 21,353
20 100.65 96.08 4.57 4.7% 1.46 1.5% 28% False False 21,416
40 100.65 93.99 6.66 6.8% 1.25 1.3% 50% False False 18,884
60 100.65 90.08 10.57 10.9% 1.18 1.2% 69% False False 21,084
80 100.65 88.11 12.54 12.9% 1.23 1.3% 74% False False 20,668
100 100.65 86.89 13.76 14.1% 1.29 1.3% 76% False False 18,916
120 100.65 84.84 15.81 16.2% 1.30 1.3% 79% False False 17,379
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.33
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 102.17
2.618 100.57
1.618 99.59
1.000 98.98
0.618 98.61
HIGH 98.00
0.618 97.63
0.500 97.51
0.382 97.39
LOW 97.02
0.618 96.41
1.000 96.04
1.618 95.43
2.618 94.45
4.250 92.86
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 97.51 97.65
PP 97.46 97.55
S1 97.40 97.45

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

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