NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 101.86 103.81 1.95 1.9% 104.61
High 103.97 104.52 0.55 0.5% 105.38
Low 101.83 103.00 1.17 1.1% 100.80
Close 103.82 104.34 0.52 0.5% 103.82
Range 2.14 1.52 -0.62 -29.0% 4.58
ATR 1.81 1.79 -0.02 -1.2% 0.00
Volume 60,105 70,173 10,068 16.8% 226,783
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 108.51 107.95 105.18
R3 106.99 106.43 104.76
R2 105.47 105.47 104.62
R1 104.91 104.91 104.48 105.19
PP 103.95 103.95 103.95 104.10
S1 103.39 103.39 104.20 103.67
S2 102.43 102.43 104.06
S3 100.91 101.87 103.92
S4 99.39 100.35 103.50
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 117.07 115.03 106.34
R3 112.49 110.45 105.08
R2 107.91 107.91 104.66
R1 105.87 105.87 104.24 104.60
PP 103.33 103.33 103.33 102.70
S1 101.29 101.29 103.40 100.02
S2 98.75 98.75 102.98
S3 94.17 96.71 102.56
S4 89.59 92.13 101.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.96 100.80 4.16 4.0% 1.87 1.8% 85% False False 50,709
10 106.18 100.80 5.38 5.2% 1.92 1.8% 66% False False 48,784
20 106.18 100.80 5.38 5.2% 1.73 1.7% 66% False False 41,357
40 106.18 91.95 14.23 13.6% 1.74 1.7% 87% False False 39,223
60 106.18 91.22 14.96 14.3% 1.71 1.6% 88% False False 31,552
80 106.18 87.50 18.68 17.9% 1.71 1.6% 90% False False 26,077
100 106.18 85.96 20.22 19.4% 1.68 1.6% 91% False False 22,248
120 106.18 85.96 20.22 19.4% 1.55 1.5% 91% False False 19,340
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 0.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.98
2.618 108.50
1.618 106.98
1.000 106.04
0.618 105.46
HIGH 104.52
0.618 103.94
0.500 103.76
0.382 103.58
LOW 103.00
0.618 102.06
1.000 101.48
1.618 100.54
2.618 99.02
4.250 96.54
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 104.15 103.78
PP 103.95 103.22
S1 103.76 102.66

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

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