NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 103.37 104.45 1.08 1.0% 106.78
High 104.51 106.08 1.57 1.5% 106.78
Low 103.07 103.68 0.61 0.6% 103.07
Close 104.33 105.72 1.39 1.3% 105.72
Range 1.44 2.40 0.96 66.7% 3.71
ATR 1.63 1.69 0.05 3.3% 0.00
Volume 75,549 63,371 -12,178 -16.1% 358,103
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 112.36 111.44 107.04
R3 109.96 109.04 106.38
R2 107.56 107.56 106.16
R1 106.64 106.64 105.94 107.10
PP 105.16 105.16 105.16 105.39
S1 104.24 104.24 105.50 104.70
S2 102.76 102.76 105.28
S3 100.36 101.84 105.06
S4 97.96 99.44 104.40
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 116.32 114.73 107.76
R3 112.61 111.02 106.74
R2 108.90 108.90 106.40
R1 107.31 107.31 106.06 106.25
PP 105.19 105.19 105.19 104.66
S1 103.60 103.60 105.38 102.54
S2 101.48 101.48 105.04
S3 97.77 99.89 104.70
S4 94.06 96.18 103.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.78 103.07 3.71 3.5% 1.73 1.6% 71% False False 71,620
10 106.88 103.00 3.88 3.7% 1.53 1.4% 70% False False 65,666
20 106.88 100.80 6.08 5.8% 1.71 1.6% 81% False False 55,282
40 106.88 94.67 12.21 11.5% 1.67 1.6% 90% False False 47,559
60 106.88 91.22 15.66 14.8% 1.68 1.6% 93% False False 39,511
80 106.88 90.19 16.69 15.8% 1.69 1.6% 93% False False 32,521
100 106.88 85.96 20.92 19.8% 1.70 1.6% 94% False False 27,652
120 106.88 85.96 20.92 19.8% 1.60 1.5% 94% False False 23,901
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 116.28
2.618 112.36
1.618 109.96
1.000 108.48
0.618 107.56
HIGH 106.08
0.618 105.16
0.500 104.88
0.382 104.60
LOW 103.68
0.618 102.20
1.000 101.28
1.618 99.80
2.618 97.40
4.250 93.48
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 105.44 105.34
PP 105.16 104.96
S1 104.88 104.58

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

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