NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 25-Sep-2013
Day Change Summary
Previous Current
24-Sep-2013 25-Sep-2013 Change Change % Previous Week
Open 96.70 96.47 -0.23 -0.2% 97.32
High 96.87 97.24 0.37 0.4% 99.22
Low 95.94 95.88 -0.06 -0.1% 96.08
Close 96.57 96.29 -0.28 -0.3% 97.35
Range 0.93 1.36 0.43 46.2% 3.14
ATR 1.37 1.37 0.00 0.0% 0.00
Volume 21,343 24,237 2,894 13.6% 111,025
Daily Pivots for day following 25-Sep-2013
Classic Woodie Camarilla DeMark
R4 100.55 99.78 97.04
R3 99.19 98.42 96.66
R2 97.83 97.83 96.54
R1 97.06 97.06 96.41 96.77
PP 96.47 96.47 96.47 96.32
S1 95.70 95.70 96.17 95.41
S2 95.11 95.11 96.04
S3 93.75 94.34 95.92
S4 92.39 92.98 95.54
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 95.88 3.34 3.5% 1.31 1.4% 12% False True 24,722
10 99.22 95.88 3.34 3.5% 1.41 1.5% 12% False True 21,426
20 100.65 95.88 4.77 5.0% 1.43 1.5% 9% False True 22,399
40 100.65 93.99 6.66 6.9% 1.29 1.3% 35% False False 19,585
60 100.65 91.37 9.28 9.6% 1.18 1.2% 53% False False 21,297
80 100.65 88.11 12.54 13.0% 1.23 1.3% 65% False False 21,035
100 100.65 88.11 12.54 13.0% 1.26 1.3% 65% False False 19,237
120 100.65 84.84 15.81 16.4% 1.30 1.3% 72% False False 17,710
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.02
2.618 100.80
1.618 99.44
1.000 98.60
0.618 98.08
HIGH 97.24
0.618 96.72
0.500 96.56
0.382 96.40
LOW 95.88
0.618 95.04
1.000 94.52
1.618 93.68
2.618 92.32
4.250 90.10
Fisher Pivots for day following 25-Sep-2013
Pivot 1 day 3 day
R1 96.56 96.72
PP 96.47 96.57
S1 96.38 96.43

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

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