NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 95.84 95.10 -0.74 -0.8% 95.70
High 96.34 95.85 -0.49 -0.5% 96.34
Low 95.50 95.10 -0.40 -0.4% 95.29
Close 95.69 95.62 -0.07 -0.1% 95.69
Range 0.84 0.75 -0.09 -10.7% 1.05
ATR 0.90 0.89 -0.01 -1.2% 0.00
Volume 951 1,507 556 58.5% 6,235
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 97.77 97.45 96.03
R3 97.02 96.70 95.83
R2 96.27 96.27 95.76
R1 95.95 95.95 95.69 96.11
PP 95.52 95.52 95.52 95.61
S1 95.20 95.20 95.55 95.36
S2 94.77 94.77 95.48
S3 94.02 94.45 95.41
S4 93.27 93.70 95.21
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 98.92 98.36 96.27
R3 97.87 97.31 95.98
R2 96.82 96.82 95.88
R1 96.26 96.26 95.79 96.02
PP 95.77 95.77 95.77 95.65
S1 95.21 95.21 95.59 94.97
S2 94.72 94.72 95.50
S3 93.67 94.16 95.40
S4 92.62 93.11 95.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.34 95.10 1.24 1.3% 0.55 0.6% 42% False True 1,364
10 97.69 95.10 2.59 2.7% 0.76 0.8% 20% False True 1,535
20 98.28 95.10 3.18 3.3% 0.71 0.7% 16% False True 1,734
40 99.49 93.93 5.56 5.8% 0.69 0.7% 30% False False 1,849
60 99.49 92.95 6.54 6.8% 0.64 0.7% 41% False False 2,185
80 99.49 88.01 11.48 12.0% 0.55 0.6% 66% False False 2,439
100 99.49 88.01 11.48 12.0% 0.55 0.6% 66% False False 2,354
120 99.49 84.98 14.51 15.2% 0.46 0.5% 73% False False 2,079
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.04
2.618 97.81
1.618 97.06
1.000 96.60
0.618 96.31
HIGH 95.85
0.618 95.56
0.500 95.48
0.382 95.39
LOW 95.10
0.618 94.64
1.000 94.35
1.618 93.89
2.618 93.14
4.250 91.91
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 95.57 95.72
PP 95.52 95.69
S1 95.48 95.65

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

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