NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 09-Aug-2013
Day Change Summary
Previous Current
08-Aug-2013 09-Aug-2013 Change Change % Previous Week
Open 100.03 99.35 -0.68 -0.7% 101.45
High 100.65 101.10 0.45 0.4% 102.24
Low 98.55 99.26 0.71 0.7% 98.55
Close 99.36 101.03 1.67 1.7% 101.03
Range 2.10 1.84 -0.26 -12.4% 3.69
ATR 1.48 1.51 0.03 1.7% 0.00
Volume 21,199 29,548 8,349 39.4% 94,631
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 105.98 105.35 102.04
R3 104.14 103.51 101.54
R2 102.30 102.30 101.37
R1 101.67 101.67 101.20 101.99
PP 100.46 100.46 100.46 100.62
S1 99.83 99.83 100.86 100.15
S2 98.62 98.62 100.69
S3 96.78 97.99 100.52
S4 94.94 96.15 100.02
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 111.68 110.04 103.06
R3 107.99 106.35 102.04
R2 104.30 104.30 101.71
R1 102.66 102.66 101.37 101.64
PP 100.61 100.61 100.61 100.09
S1 98.97 98.97 100.69 97.95
S2 96.92 96.92 100.35
S3 93.23 95.28 100.02
S4 89.54 91.59 99.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.24 98.55 3.69 3.7% 1.66 1.6% 67% False False 18,926
10 102.93 98.55 4.38 4.3% 1.56 1.5% 57% False False 17,872
20 102.93 98.55 4.38 4.3% 1.44 1.4% 57% False False 17,170
40 102.93 90.40 12.53 12.4% 1.45 1.4% 85% False False 17,656
60 102.93 90.35 12.58 12.5% 1.43 1.4% 85% False False 13,749
80 102.93 85.58 17.35 17.2% 1.46 1.4% 89% False False 11,646
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.92
2.618 105.92
1.618 104.08
1.000 102.94
0.618 102.24
HIGH 101.10
0.618 100.40
0.500 100.18
0.382 99.96
LOW 99.26
0.618 98.12
1.000 97.42
1.618 96.28
2.618 94.44
4.250 91.44
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 100.75 100.63
PP 100.46 100.23
S1 100.18 99.83

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

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