NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 97.51 96.70 -0.81 -0.8% 97.32
High 97.55 96.87 -0.68 -0.7% 99.22
Low 96.26 95.94 -0.32 -0.3% 96.08
Close 96.77 96.57 -0.20 -0.2% 97.35
Range 1.29 0.93 -0.36 -27.9% 3.14
ATR 1.40 1.37 -0.03 -2.4% 0.00
Volume 21,155 21,343 188 0.9% 111,025
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 99.25 98.84 97.08
R3 98.32 97.91 96.83
R2 97.39 97.39 96.74
R1 96.98 96.98 96.66 96.72
PP 96.46 96.46 96.46 96.33
S1 96.05 96.05 96.48 95.79
S2 95.53 95.53 96.40
S3 94.60 95.12 96.31
S4 93.67 94.19 96.06
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 95.94 3.28 3.4% 1.58 1.6% 19% False True 24,488
10 99.22 95.94 3.28 3.4% 1.39 1.4% 19% False True 21,047
20 100.65 95.94 4.71 4.9% 1.47 1.5% 13% False True 21,640
40 100.65 93.99 6.66 6.9% 1.27 1.3% 39% False False 19,258
60 100.65 90.96 9.69 10.0% 1.18 1.2% 58% False False 21,263
80 100.65 88.11 12.54 13.0% 1.23 1.3% 67% False False 20,940
100 100.65 88.11 12.54 13.0% 1.26 1.3% 67% False False 19,090
120 100.65 84.84 15.81 16.4% 1.29 1.3% 74% False False 17,605
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 0.25
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 100.82
2.618 99.30
1.618 98.37
1.000 97.80
0.618 97.44
HIGH 96.87
0.618 96.51
0.500 96.41
0.382 96.30
LOW 95.94
0.618 95.37
1.000 95.01
1.618 94.44
2.618 93.51
4.250 91.99
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 96.52 96.97
PP 96.46 96.84
S1 96.41 96.70

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

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