NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 96.03 97.13 1.10 1.1% 95.86
High 96.69 97.49 0.80 0.8% 98.28
Low 96.03 97.13 1.10 1.1% 95.86
Close 96.69 97.43 0.74 0.8% 98.21
Range 0.66 0.36 -0.30 -45.5% 2.42
ATR 0.89 0.89 -0.01 -0.7% 0.00
Volume 1,375 807 -568 -41.3% 11,742
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 98.43 98.29 97.63
R3 98.07 97.93 97.53
R2 97.71 97.71 97.50
R1 97.57 97.57 97.46 97.64
PP 97.35 97.35 97.35 97.39
S1 97.21 97.21 97.40 97.28
S2 96.99 96.99 97.36
S3 96.63 96.85 97.33
S4 96.27 96.49 97.23
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% 0.54 0.6% 63% False False 1,744
10 98.28 95.86 2.42 2.5% 0.68 0.7% 65% False False 2,305
20 99.49 95.55 3.94 4.0% 0.68 0.7% 48% False False 2,024
40 99.49 93.82 5.67 5.8% 0.67 0.7% 64% False False 2,277
60 99.49 88.01 11.48 11.8% 0.56 0.6% 82% False False 2,395
80 99.49 88.01 11.48 11.8% 0.52 0.5% 82% False False 2,617
100 99.49 87.20 12.29 12.6% 0.47 0.5% 83% False False 2,267
120 99.49 84.98 14.51 14.9% 0.39 0.4% 86% False False 1,977
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.08
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 99.02
2.618 98.43
1.618 98.07
1.000 97.85
0.618 97.71
HIGH 97.49
0.618 97.35
0.500 97.31
0.382 97.27
LOW 97.13
0.618 96.91
1.000 96.77
1.618 96.55
2.618 96.19
4.250 95.60
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 97.39 97.20
PP 97.35 96.96
S1 97.31 96.73

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

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