NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 96.62 96.00 -0.62 -0.6% 97.51
High 97.32 96.75 -0.57 -0.6% 97.55
Low 96.16 95.31 -0.85 -0.9% 95.88
Close 96.56 96.44 -0.12 -0.1% 96.56
Range 1.16 1.44 0.28 24.1% 1.67
ATR 1.32 1.33 0.01 0.6% 0.00
Volume 14,298 21,797 7,499 52.4% 102,536
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 100.49 99.90 97.23
R3 99.05 98.46 96.84
R2 97.61 97.61 96.70
R1 97.02 97.02 96.57 97.32
PP 96.17 96.17 96.17 96.31
S1 95.58 95.58 96.31 95.88
S2 94.73 94.73 96.18
S3 93.29 94.14 96.04
S4 91.85 92.70 95.65
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 101.67 100.79 97.48
R3 100.00 99.12 97.02
R2 98.33 98.33 96.87
R1 97.45 97.45 96.71 97.06
PP 96.66 96.66 96.66 96.47
S1 95.78 95.78 96.41 95.39
S2 94.99 94.99 96.25
S3 93.32 94.11 96.10
S4 91.65 92.44 95.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.32 95.31 2.01 2.1% 1.17 1.2% 56% False True 20,635
10 99.22 95.31 3.91 4.1% 1.43 1.5% 29% False True 22,343
20 99.49 95.31 4.18 4.3% 1.34 1.4% 27% False True 20,868
40 100.65 93.99 6.66 6.9% 1.28 1.3% 37% False False 19,620
60 100.65 93.43 7.22 7.5% 1.18 1.2% 42% False False 20,670
80 100.65 88.11 12.54 13.0% 1.23 1.3% 66% False False 20,870
100 100.65 88.11 12.54 13.0% 1.26 1.3% 66% False False 19,480
120 100.65 84.84 15.81 16.4% 1.31 1.4% 73% False False 17,894
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 102.87
2.618 100.52
1.618 99.08
1.000 98.19
0.618 97.64
HIGH 96.75
0.618 96.20
0.500 96.03
0.382 95.86
LOW 95.31
0.618 94.42
1.000 93.87
1.618 92.98
2.618 91.54
4.250 89.19
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 96.30 96.40
PP 96.17 96.36
S1 96.03 96.32

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

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