NYMEX Light Sweet Crude Oil Future November 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 105.80 104.61 -1.19 -1.1% 103.81
High 106.14 104.72 -1.42 -1.3% 106.88
Low 104.13 103.07 -1.06 -1.0% 103.00
Close 104.57 103.37 -1.20 -1.1% 106.49
Range 2.01 1.65 -0.36 -17.9% 3.88
ATR 1.65 1.65 0.00 0.0% 0.00
Volume 56,915 98,011 41,096 72.2% 298,559
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 108.67 107.67 104.28
R3 107.02 106.02 103.82
R2 105.37 105.37 103.67
R1 104.37 104.37 103.52 104.05
PP 103.72 103.72 103.72 103.56
S1 102.72 102.72 103.22 102.40
S2 102.07 102.07 103.07
S3 100.42 101.07 102.92
S4 98.77 99.42 102.46
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 117.10 115.67 108.62
R3 113.22 111.79 107.56
R2 109.34 109.34 107.20
R1 107.91 107.91 106.85 108.63
PP 105.46 105.46 105.46 105.81
S1 104.03 104.03 106.13 104.75
S2 101.58 101.58 105.78
S3 97.70 100.15 105.42
S4 93.82 96.27 104.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.88 103.07 3.81 3.7% 1.45 1.4% 8% False True 67,189
10 106.88 100.80 6.08 5.9% 1.59 1.5% 42% False False 63,704
20 106.88 100.80 6.08 5.9% 1.66 1.6% 42% False False 52,646
40 106.88 92.64 14.24 13.8% 1.67 1.6% 75% False False 45,975
60 106.88 91.22 15.66 15.1% 1.68 1.6% 78% False False 37,714
80 106.88 89.26 17.62 17.0% 1.69 1.6% 80% False False 30,997
100 106.88 85.96 20.92 20.2% 1.70 1.6% 83% False False 26,369
120 106.88 85.96 20.92 20.2% 1.58 1.5% 83% False False 22,825
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.73
2.618 109.04
1.618 107.39
1.000 106.37
0.618 105.74
HIGH 104.72
0.618 104.09
0.500 103.90
0.382 103.70
LOW 103.07
0.618 102.05
1.000 101.42
1.618 100.40
2.618 98.75
4.250 96.06
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 103.90 104.93
PP 103.72 104.41
S1 103.55 103.89

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

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