NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 11-Sep-2013
Day Change Summary
Previous Current
10-Sep-2013 11-Sep-2013 Change Change % Previous Week
Open 96.05 96.03 -0.02 0.0% 95.86
High 96.50 96.69 0.19 0.2% 98.28
Low 95.97 96.03 0.06 0.1% 95.86
Close 96.50 96.69 0.19 0.2% 98.21
Range 0.53 0.66 0.13 24.5% 2.42
ATR 0.91 0.89 -0.02 -2.0% 0.00
Volume 1,873 1,375 -498 -26.6% 11,742
Daily Pivots for day following 11-Sep-2013
Classic Woodie Camarilla DeMark
R4 98.45 98.23 97.05
R3 97.79 97.57 96.87
R2 97.13 97.13 96.81
R1 96.91 96.91 96.75 97.02
PP 96.47 96.47 96.47 96.53
S1 96.25 96.25 96.63 96.36
S2 95.81 95.81 96.57
S3 95.15 95.59 96.51
S4 94.49 94.93 96.33
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% 0.59 0.6% 31% False False 2,072
10 99.49 95.86 3.63 3.8% 0.77 0.8% 23% False False 2,629
20 99.49 95.55 3.94 4.1% 0.69 0.7% 29% False False 2,086
40 99.49 93.82 5.67 5.9% 0.67 0.7% 51% False False 2,280
60 99.49 88.01 11.48 11.9% 0.57 0.6% 76% False False 2,399
80 99.49 88.01 11.48 11.9% 0.52 0.5% 76% False False 2,616
100 99.49 86.92 12.57 13.0% 0.46 0.5% 78% False False 2,267
120 99.49 84.98 14.51 15.0% 0.39 0.4% 81% False False 1,972
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 99.50
2.618 98.42
1.618 97.76
1.000 97.35
0.618 97.10
HIGH 96.69
0.618 96.44
0.500 96.36
0.382 96.28
LOW 96.03
0.618 95.62
1.000 95.37
1.618 94.96
2.618 94.30
4.250 93.23
Fisher Pivots for day following 11-Sep-2013
Pivot 1 day 3 day
R1 96.58 97.01
PP 96.47 96.90
S1 96.36 96.80

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

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