NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 07-Aug-2013
Day Change Summary
Previous Current
06-Aug-2013 07-Aug-2013 Change Change % Previous Week
Open 101.40 100.74 -0.66 -0.7% 100.10
High 102.06 100.91 -1.15 -1.1% 102.93
Low 100.33 99.94 -0.39 -0.4% 98.79
Close 100.78 100.27 -0.51 -0.5% 101.74
Range 1.73 0.97 -0.76 -43.9% 4.14
ATR 1.47 1.43 -0.04 -2.4% 0.00
Volume 11,177 15,278 4,101 36.7% 84,094
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 103.28 102.75 100.80
R3 102.31 101.78 100.54
R2 101.34 101.34 100.45
R1 100.81 100.81 100.36 100.59
PP 100.37 100.37 100.37 100.27
S1 99.84 99.84 100.18 99.62
S2 99.40 99.40 100.09
S3 98.43 98.87 100.00
S4 97.46 97.90 99.74
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 99.94 2.99 3.0% 1.61 1.6% 11% False True 16,754
10 102.93 98.79 4.14 4.1% 1.41 1.4% 36% False False 16,611
20 102.93 98.36 4.57 4.6% 1.37 1.4% 42% False False 18,726
40 102.93 90.40 12.53 12.5% 1.40 1.4% 79% False False 16,753
60 102.93 90.35 12.58 12.5% 1.42 1.4% 79% False False 13,079
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 0.39
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 105.03
2.618 103.45
1.618 102.48
1.000 101.88
0.618 101.51
HIGH 100.91
0.618 100.54
0.500 100.43
0.382 100.31
LOW 99.94
0.618 99.34
1.000 98.97
1.618 98.37
2.618 97.40
4.250 95.82
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 100.43 101.09
PP 100.37 100.82
S1 100.32 100.54

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

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