NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 96.47 96.18 -0.29 -0.3% 97.32
High 97.24 97.03 -0.21 -0.2% 99.22
Low 95.88 96.08 0.20 0.2% 96.08
Close 96.29 97.03 0.74 0.8% 97.35
Range 1.36 0.95 -0.41 -30.1% 3.14
ATR 1.37 1.34 -0.03 -2.2% 0.00
Volume 24,237 21,503 -2,734 -11.3% 111,025
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 99.56 99.25 97.55
R3 98.61 98.30 97.29
R2 97.66 97.66 97.20
R1 97.35 97.35 97.12 97.51
PP 96.71 96.71 96.71 96.79
S1 96.40 96.40 96.94 96.56
S2 95.76 95.76 96.86
S3 94.81 95.45 96.77
S4 93.86 94.50 96.51
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 98.00 95.88 2.12 2.2% 1.10 1.1% 54% False False 22,133
10 99.22 95.88 3.34 3.4% 1.40 1.4% 34% False False 21,683
20 99.49 95.88 3.61 3.7% 1.38 1.4% 32% False False 21,822
40 100.65 93.99 6.66 6.9% 1.28 1.3% 46% False False 19,725
60 100.65 92.47 8.18 8.4% 1.18 1.2% 56% False False 21,390
80 100.65 88.11 12.54 12.9% 1.22 1.3% 71% False False 21,085
100 100.65 88.11 12.54 12.9% 1.25 1.3% 71% False False 19,313
120 100.65 84.84 15.81 16.3% 1.30 1.3% 77% False False 17,796
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.07
2.618 99.52
1.618 98.57
1.000 97.98
0.618 97.62
HIGH 97.03
0.618 96.67
0.500 96.56
0.382 96.44
LOW 96.08
0.618 95.49
1.000 95.13
1.618 94.54
2.618 93.59
4.250 92.04
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 96.87 96.87
PP 96.71 96.72
S1 96.56 96.56

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

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