NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 103.91 103.00 -0.91 -0.9% 100.98
High 103.92 103.46 -0.46 -0.4% 103.91
Low 103.09 102.03 -1.06 -1.0% 100.24
Close 103.32 102.33 -0.99 -1.0% 103.72
Range 0.83 1.43 0.60 72.3% 3.67
ATR 1.35 1.36 0.01 0.4% 0.00
Volume 20,286 16,438 -3,848 -19.0% 103,106
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 106.90 106.04 103.12
R3 105.47 104.61 102.72
R2 104.04 104.04 102.59
R1 103.18 103.18 102.46 102.90
PP 102.61 102.61 102.61 102.46
S1 101.75 101.75 102.20 101.47
S2 101.18 101.18 102.07
S3 99.75 100.32 101.94
S4 98.32 98.89 101.54
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 113.63 112.35 105.74
R3 109.96 108.68 104.73
R2 106.29 106.29 104.39
R1 105.01 105.01 104.06 105.65
PP 102.62 102.62 102.62 102.95
S1 101.34 101.34 103.38 101.98
S2 98.95 98.95 103.05
S3 95.28 97.67 102.71
S4 91.61 94.00 101.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.92 101.56 2.36 2.3% 1.07 1.0% 33% False False 19,401
10 103.92 98.55 5.37 5.2% 1.29 1.3% 70% False False 20,585
20 103.92 98.55 5.37 5.2% 1.40 1.4% 70% False False 18,602
40 103.92 91.40 12.52 12.2% 1.35 1.3% 87% False False 19,551
60 103.92 90.35 13.57 13.3% 1.41 1.4% 88% False False 15,569
80 103.92 88.45 15.47 15.1% 1.44 1.4% 90% False False 13,084
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 109.54
2.618 107.20
1.618 105.77
1.000 104.89
0.618 104.34
HIGH 103.46
0.618 102.91
0.500 102.75
0.382 102.58
LOW 102.03
0.618 101.15
1.000 100.60
1.618 99.72
2.618 98.29
4.250 95.95
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 102.75 102.98
PP 102.61 102.76
S1 102.47 102.55

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

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