NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 96.46 95.90 -0.56 -0.6% 97.72
High 96.80 95.90 -0.90 -0.9% 98.04
Low 96.44 95.72 -0.72 -0.7% 95.97
Close 96.59 95.72 -0.87 -0.9% 97.25
Range 0.36 0.18 -0.18 -50.0% 2.07
ATR 0.87 0.87 0.00 0.0% 0.00
Volume 781 1,163 382 48.9% 6,812
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 96.32 96.20 95.82
R3 96.14 96.02 95.77
R2 95.96 95.96 95.75
R1 95.84 95.84 95.74 95.81
PP 95.78 95.78 95.78 95.77
S1 95.66 95.66 95.70 95.63
S2 95.60 95.60 95.69
S3 95.42 95.48 95.67
S4 95.24 95.30 95.62
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 103.30 102.34 98.39
R3 101.23 100.27 97.82
R2 99.16 99.16 97.63
R1 98.20 98.20 97.44 97.65
PP 97.09 97.09 97.09 96.81
S1 96.13 96.13 97.06 95.58
S2 95.02 95.02 96.87
S3 92.95 94.06 96.68
S4 90.88 91.99 96.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.49 95.72 1.77 1.8% 0.44 0.5% 0% False True 1,068
10 98.28 95.72 2.56 2.7% 0.50 0.5% 0% False True 1,760
20 99.49 95.55 3.94 4.1% 0.67 0.7% 4% False False 1,938
40 99.49 93.82 5.67 5.9% 0.65 0.7% 34% False False 1,962
60 99.49 88.01 11.48 12.0% 0.58 0.6% 67% False False 2,330
80 99.49 88.01 11.48 12.0% 0.52 0.5% 67% False False 2,628
100 99.49 87.56 11.93 12.5% 0.48 0.5% 68% False False 2,275
120 99.49 84.98 14.51 15.2% 0.40 0.4% 74% False False 1,995
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 0.09
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 96.67
2.618 96.37
1.618 96.19
1.000 96.08
0.618 96.01
HIGH 95.90
0.618 95.83
0.500 95.81
0.382 95.79
LOW 95.72
0.618 95.61
1.000 95.54
1.618 95.43
2.618 95.25
4.250 94.96
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 95.81 96.51
PP 95.78 96.24
S1 95.75 95.98

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

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