NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 106.72 105.18 -1.54 -1.4% 105.09
High 106.97 105.35 -1.62 -1.5% 107.95
Low 104.63 103.54 -1.09 -1.0% 104.28
Close 105.11 103.85 -1.26 -1.2% 107.29
Range 2.34 1.81 -0.53 -22.6% 3.67
ATR 1.84 1.83 0.00 -0.1% 0.00
Volume 361,065 259,243 -101,822 -28.2% 736,987
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 109.68 108.57 104.85
R3 107.87 106.76 104.35
R2 106.06 106.06 104.18
R1 104.95 104.95 104.02 104.60
PP 104.25 104.25 104.25 104.07
S1 103.14 103.14 103.68 102.79
S2 102.44 102.44 103.52
S3 100.63 101.33 103.35
S4 98.82 99.52 102.85
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 117.52 116.07 109.31
R3 113.85 112.40 108.30
R2 110.18 110.18 107.96
R1 108.73 108.73 107.63 109.46
PP 106.51 106.51 106.51 106.87
S1 105.06 105.06 106.95 105.79
S2 102.84 102.84 106.62
S3 99.17 101.39 106.28
S4 95.50 97.72 105.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.95 103.54 4.41 4.2% 1.65 1.6% 7% False True 238,316
10 107.95 101.82 6.13 5.9% 1.75 1.7% 33% False False 184,945
20 107.95 101.82 6.13 5.9% 1.85 1.8% 33% False False 133,356
40 107.95 93.21 14.74 14.2% 1.86 1.8% 72% False False 100,780
60 107.95 91.54 16.41 15.8% 1.85 1.8% 75% False False 77,774
80 107.95 89.65 18.30 17.6% 1.84 1.8% 78% False False 62,931
100 107.95 86.47 21.48 20.7% 1.84 1.8% 81% False False 52,711
120 107.95 86.47 21.48 20.7% 1.72 1.7% 81% False False 45,126
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.04
2.618 110.09
1.618 108.28
1.000 107.16
0.618 106.47
HIGH 105.35
0.618 104.66
0.500 104.45
0.382 104.23
LOW 103.54
0.618 102.42
1.000 101.73
1.618 100.61
2.618 98.80
4.250 95.85
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 104.45 105.57
PP 104.25 105.00
S1 104.05 104.42

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

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