NYMEX Light Sweet Crude Oil Future December 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 104.64 103.62 -1.02 -1.0% 102.32
High 104.86 103.83 -1.03 -1.0% 105.41
Low 103.22 102.15 -1.07 -1.0% 101.57
Close 103.59 102.42 -1.17 -1.1% 105.17
Range 1.64 1.68 0.04 2.4% 3.84
ATR 1.55 1.56 0.01 0.6% 0.00
Volume 56,979 114,215 57,236 100.5% 319,178
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 107.84 106.81 103.34
R3 106.16 105.13 102.88
R2 104.48 104.48 102.73
R1 103.45 103.45 102.57 103.13
PP 102.80 102.80 102.80 102.64
S1 101.77 101.77 102.27 101.45
S2 101.12 101.12 102.11
S3 99.44 100.09 101.96
S4 97.76 98.41 101.50
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 115.57 114.21 107.28
R3 111.73 110.37 106.23
R2 107.89 107.89 105.87
R1 106.53 106.53 105.52 107.21
PP 104.05 104.05 104.05 104.39
S1 102.69 102.69 104.82 103.37
S2 100.21 100.21 104.47
S3 96.37 98.85 104.11
S4 92.53 95.01 103.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.59 102.15 3.44 3.4% 1.36 1.3% 8% False True 74,194
10 105.59 99.65 5.94 5.8% 1.51 1.5% 47% False False 68,894
20 105.59 99.65 5.94 5.8% 1.56 1.5% 47% False False 64,799
40 105.59 92.00 13.59 13.3% 1.58 1.5% 77% False False 76,794
60 105.59 90.69 14.90 14.5% 1.67 1.6% 79% False False 74,087
80 105.59 88.78 16.81 16.4% 1.72 1.7% 81% False False 69,897
100 105.59 85.52 20.07 19.6% 1.77 1.7% 84% False False 67,095
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 0.36
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 110.97
2.618 108.23
1.618 106.55
1.000 105.51
0.618 104.87
HIGH 103.83
0.618 103.19
0.500 102.99
0.382 102.79
LOW 102.15
0.618 101.11
1.000 100.47
1.618 99.43
2.618 97.75
4.250 95.01
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 102.99 103.87
PP 102.80 103.39
S1 102.61 102.90

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

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