NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 97.72 96.05 -1.67 -1.7% 95.86
High 98.04 96.50 -1.54 -1.6% 98.28
Low 97.42 95.97 -1.45 -1.5% 95.86
Close 97.67 96.50 -1.17 -1.2% 98.21
Range 0.62 0.53 -0.09 -14.5% 2.42
ATR 0.85 0.91 0.06 7.2% 0.00
Volume 1,539 1,873 334 21.7% 11,742
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 97.91 97.74 96.79
R3 97.38 97.21 96.65
R2 96.85 96.85 96.60
R1 96.68 96.68 96.55 96.77
PP 96.32 96.32 96.32 96.37
S1 96.15 96.15 96.45 96.24
S2 95.79 95.79 96.40
S3 95.26 95.62 96.35
S4 94.73 95.09 96.21
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 104.71 103.88 99.54
R3 102.29 101.46 98.88
R2 99.87 99.87 98.65
R1 99.04 99.04 98.43 99.46
PP 97.45 97.45 97.45 97.66
S1 96.62 96.62 97.99 97.04
S2 95.03 95.03 97.77
S3 92.61 94.20 97.54
S4 90.19 91.78 96.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.28 95.97 2.31 2.4% 0.56 0.6% 23% False True 2,451
10 99.49 95.86 3.63 3.8% 0.84 0.9% 18% False False 2,572
20 99.49 95.55 3.94 4.1% 0.69 0.7% 24% False False 2,169
40 99.49 93.82 5.67 5.9% 0.66 0.7% 47% False False 2,306
60 99.49 88.01 11.48 11.9% 0.56 0.6% 74% False False 2,423
80 99.49 88.01 11.48 11.9% 0.51 0.5% 74% False False 2,625
100 99.49 85.61 13.88 14.4% 0.46 0.5% 78% False False 2,264
120 99.49 84.98 14.51 15.0% 0.38 0.4% 79% False False 1,963
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.75
2.618 97.89
1.618 97.36
1.000 97.03
0.618 96.83
HIGH 96.50
0.618 96.30
0.500 96.24
0.382 96.17
LOW 95.97
0.618 95.64
1.000 95.44
1.618 95.11
2.618 94.58
4.250 93.72
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 96.41 97.13
PP 96.32 96.92
S1 96.24 96.71

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

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