NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 06-Aug-2013
Day Change Summary
Previous Current
05-Aug-2013 06-Aug-2013 Change Change % Previous Week
Open 101.45 101.40 -0.05 0.0% 100.10
High 102.24 102.06 -0.18 -0.2% 102.93
Low 100.59 100.33 -0.26 -0.3% 98.79
Close 101.70 100.78 -0.92 -0.9% 101.74
Range 1.65 1.73 0.08 4.8% 4.14
ATR 1.45 1.47 0.02 1.4% 0.00
Volume 17,429 11,177 -6,252 -35.9% 84,094
Daily Pivots for day following 06-Aug-2013
Classic Woodie Camarilla DeMark
R4 106.25 105.24 101.73
R3 104.52 103.51 101.26
R2 102.79 102.79 101.10
R1 101.78 101.78 100.94 101.42
PP 101.06 101.06 101.06 100.88
S1 100.05 100.05 100.62 99.69
S2 99.33 99.33 100.46
S3 97.60 98.32 100.30
S4 95.87 96.59 99.83
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 113.57 111.80 104.02
R3 109.43 107.66 102.88
R2 105.29 105.29 102.50
R1 103.52 103.52 102.12 104.41
PP 101.15 101.15 101.15 101.60
S1 99.38 99.38 101.36 100.27
S2 97.01 97.01 100.98
S3 92.87 95.24 100.60
S4 88.73 91.10 99.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.93 98.79 4.14 4.1% 1.74 1.7% 48% False False 18,410
10 102.93 98.79 4.14 4.1% 1.51 1.5% 48% False False 16,619
20 102.93 98.10 4.83 4.8% 1.37 1.4% 55% False False 19,034
40 102.93 90.40 12.53 12.4% 1.41 1.4% 83% False False 16,554
60 102.93 90.35 12.58 12.5% 1.41 1.4% 83% False False 12,932
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109.41
2.618 106.59
1.618 104.86
1.000 103.79
0.618 103.13
HIGH 102.06
0.618 101.40
0.500 101.20
0.382 100.99
LOW 100.33
0.618 99.26
1.000 98.60
1.618 97.53
2.618 95.80
4.250 92.98
Fisher Pivots for day following 06-Aug-2013
Pivot 1 day 3 day
R1 101.20 101.63
PP 101.06 101.35
S1 100.92 101.06

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

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