NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 104.92 105.51 0.59 0.6% 104.61
High 105.62 106.35 0.73 0.7% 105.38
Low 104.32 105.19 0.87 0.8% 100.80
Close 105.41 106.09 0.68 0.6% 103.82
Range 1.30 1.16 -0.14 -10.8% 4.58
ATR 1.73 1.69 -0.04 -2.3% 0.00
Volume 59,626 67,009 7,383 12.4% 226,783
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 109.36 108.88 106.73
R3 108.20 107.72 106.41
R2 107.04 107.04 106.30
R1 106.56 106.56 106.20 106.80
PP 105.88 105.88 105.88 106.00
S1 105.40 105.40 105.98 105.64
S2 104.72 104.72 105.88
S3 103.56 104.24 105.77
S4 102.40 103.08 105.45
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
5 106.35 101.83 4.52 4.3% 1.49 1.4% 94% True False 61,782
10 106.35 100.80 5.55 5.2% 1.70 1.6% 95% True False 53,897
20 106.35 100.80 5.55 5.2% 1.72 1.6% 95% True False 46,691
40 106.35 91.95 14.40 13.6% 1.75 1.6% 98% True False 42,099
60 106.35 91.22 15.13 14.3% 1.70 1.6% 98% True False 33,950
80 106.35 89.15 17.20 16.2% 1.71 1.6% 98% True False 28,112
100 106.35 85.96 20.39 19.2% 1.68 1.6% 99% True False 23,925
120 106.35 85.96 20.39 19.2% 1.57 1.5% 99% True False 20,719
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.51
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 111.28
2.618 109.39
1.618 108.23
1.000 107.51
0.618 107.07
HIGH 106.35
0.618 105.91
0.500 105.77
0.382 105.63
LOW 105.19
0.618 104.47
1.000 104.03
1.618 103.31
2.618 102.15
4.250 100.26
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 105.98 105.79
PP 105.88 105.49
S1 105.77 105.19

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

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