NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 97.38 96.52 -0.86 -0.9% 96.46
High 97.44 96.87 -0.57 -0.6% 97.69
Low 96.40 96.22 -0.18 -0.2% 95.25
Close 96.58 96.49 -0.09 -0.1% 96.49
Range 1.04 0.65 -0.39 -37.5% 2.44
ATR 1.01 0.98 -0.03 -2.5% 0.00
Volume 2,420 2,460 40 1.7% 8,396
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 98.48 98.13 96.85
R3 97.83 97.48 96.67
R2 97.18 97.18 96.61
R1 96.83 96.83 96.55 96.68
PP 96.53 96.53 96.53 96.45
S1 96.18 96.18 96.43 96.03
S2 95.88 95.88 96.37
S3 95.23 95.53 96.31
S4 94.58 94.88 96.13
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 103.80 102.58 97.83
R3 101.36 100.14 97.16
R2 98.92 98.92 96.94
R1 97.70 97.70 96.71 98.31
PP 96.48 96.48 96.48 96.78
S1 95.26 95.26 96.27 95.87
S2 94.04 94.04 96.04
S3 91.60 92.82 95.82
S4 89.16 90.38 95.15
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% 0.93 1.0% 51% False False 1,679
10 98.04 95.25 2.79 2.9% 0.75 0.8% 44% False False 1,520
20 99.49 95.25 4.24 4.4% 0.79 0.8% 29% False False 2,017
40 99.49 93.82 5.67 5.9% 0.70 0.7% 47% False False 1,905
60 99.49 90.26 9.23 9.6% 0.63 0.6% 67% False False 2,329
80 99.49 88.01 11.48 11.9% 0.56 0.6% 74% False False 2,682
100 99.49 87.56 11.93 12.4% 0.52 0.5% 75% False False 2,327
120 99.49 84.98 14.51 15.0% 0.43 0.4% 79% False False 2,036
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 3 trading days
Fibonacci Retracements and Extensions
4.250 99.63
2.618 98.57
1.618 97.92
1.000 97.52
0.618 97.27
HIGH 96.87
0.618 96.62
0.500 96.55
0.382 96.47
LOW 96.22
0.618 95.82
1.000 95.57
1.618 95.17
2.618 94.52
4.250 93.46
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 96.55 96.48
PP 96.53 96.48
S1 96.51 96.47

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

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