NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 95.70 95.88 0.18 0.2% 96.46
High 96.05 95.88 -0.17 -0.2% 97.69
Low 95.50 95.29 -0.21 -0.2% 95.25
Close 95.94 95.74 -0.20 -0.2% 96.49
Range 0.55 0.59 0.04 7.3% 2.44
ATR 0.98 0.96 -0.02 -2.4% 0.00
Volume 921 1,221 300 32.6% 8,396
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 97.41 97.16 96.06
R3 96.82 96.57 95.90
R2 96.23 96.23 95.85
R1 95.98 95.98 95.79 95.81
PP 95.64 95.64 95.64 95.55
S1 95.39 95.39 95.69 95.22
S2 95.05 95.05 95.63
S3 94.46 94.80 95.58
S4 93.87 94.21 95.42
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% 1.05 1.1% 20% False False 1,718
10 97.69 95.25 2.44 2.5% 0.75 0.8% 20% False False 1,393
20 99.49 95.25 4.24 4.4% 0.79 0.8% 12% False False 1,983
40 99.49 93.82 5.67 5.9% 0.70 0.7% 34% False False 1,889
60 99.49 90.41 9.08 9.5% 0.63 0.7% 59% False False 2,282
80 99.49 88.01 11.48 12.0% 0.55 0.6% 67% False False 2,682
100 99.49 88.01 11.48 12.0% 0.53 0.6% 67% False False 2,328
120 99.49 84.98 14.51 15.2% 0.44 0.5% 74% False False 2,049
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.39
2.618 97.42
1.618 96.83
1.000 96.47
0.618 96.24
HIGH 95.88
0.618 95.65
0.500 95.59
0.382 95.52
LOW 95.29
0.618 94.93
1.000 94.70
1.618 94.34
2.618 93.75
4.250 92.78
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 95.69 96.08
PP 95.64 95.97
S1 95.59 95.85

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

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