NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 95.90 95.25 -0.65 -0.7% 97.72
High 95.90 97.69 1.79 1.9% 98.04
Low 95.72 95.25 -0.47 -0.5% 95.97
Close 95.72 97.69 1.97 2.1% 97.25
Range 0.18 2.44 2.26 1,255.6% 2.07
ATR 0.87 0.98 0.11 12.8% 0.00
Volume 1,163 1,572 409 35.2% 6,812
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 104.20 103.38 99.03
R3 101.76 100.94 98.36
R2 99.32 99.32 98.14
R1 98.50 98.50 97.91 98.91
PP 96.88 96.88 96.88 97.08
S1 96.06 96.06 97.47 96.47
S2 94.44 94.44 97.24
S3 92.00 93.62 97.02
S4 89.56 91.18 96.35
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 97.69 95.25 2.44 2.5% 0.80 0.8% 100% True True 1,108
10 98.28 95.25 3.03 3.1% 0.69 0.7% 81% False True 1,590
20 99.49 95.25 4.24 4.3% 0.76 0.8% 58% False True 1,981
40 99.49 93.82 5.67 5.8% 0.70 0.7% 68% False False 1,924
60 99.49 89.40 10.09 10.3% 0.60 0.6% 82% False False 2,314
80 99.49 88.01 11.48 11.8% 0.54 0.6% 84% False False 2,640
100 99.49 87.56 11.93 12.2% 0.50 0.5% 85% False False 2,287
120 99.49 84.98 14.51 14.9% 0.42 0.4% 88% False False 2,002
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 139 trading days
Fibonacci Retracements and Extensions
4.250 108.06
2.618 104.08
1.618 101.64
1.000 100.13
0.618 99.20
HIGH 97.69
0.618 96.76
0.500 96.47
0.382 96.18
LOW 95.25
0.618 93.74
1.000 92.81
1.618 91.30
2.618 88.86
4.250 84.88
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 97.28 97.28
PP 96.88 96.88
S1 96.47 96.47

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

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