NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 95.57 95.83 0.26 0.3% 96.46
High 95.57 96.19 0.62 0.6% 97.69
Low 95.38 95.83 0.45 0.5% 95.25
Close 95.45 96.19 0.74 0.8% 96.49
Range 0.19 0.36 0.17 89.5% 2.44
ATR 0.92 0.90 -0.01 -1.4% 0.00
Volume 1,773 1,369 -404 -22.8% 8,396
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 97.15 97.03 96.39
R3 96.79 96.67 96.29
R2 96.43 96.43 96.26
R1 96.31 96.31 96.22 96.37
PP 96.07 96.07 96.07 96.10
S1 95.95 95.95 96.16 96.01
S2 95.71 95.71 96.12
S3 95.35 95.59 96.09
S4 94.99 95.23 95.99
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 96.87 95.29 1.58 1.6% 0.47 0.5% 57% False False 1,548
10 97.69 95.25 2.44 2.5% 0.70 0.7% 39% False False 1,489
20 98.28 95.25 3.03 3.2% 0.69 0.7% 31% False False 1,897
40 99.49 93.93 5.56 5.8% 0.67 0.7% 41% False False 1,922
60 99.49 92.40 7.09 7.4% 0.63 0.6% 53% False False 2,279
80 99.49 88.01 11.48 11.9% 0.54 0.6% 71% False False 2,665
100 99.49 88.01 11.48 11.9% 0.54 0.6% 71% False False 2,345
120 99.49 84.98 14.51 15.1% 0.45 0.5% 77% False False 2,069
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.72
2.618 97.13
1.618 96.77
1.000 96.55
0.618 96.41
HIGH 96.19
0.618 96.05
0.500 96.01
0.382 95.97
LOW 95.83
0.618 95.61
1.000 95.47
1.618 95.25
2.618 94.89
4.250 94.30
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 96.13 96.04
PP 96.07 95.89
S1 96.01 95.74

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

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