NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 99.46 100.77 1.31 1.3% 98.72
High 100.72 101.48 0.76 0.8% 101.48
Low 99.04 99.99 0.95 1.0% 97.76
Close 100.71 100.37 -0.34 -0.3% 100.37
Range 1.68 1.49 -0.19 -11.3% 3.72
ATR 1.21 1.23 0.02 1.7% 0.00
Volume 10,006 10,573 567 5.7% 42,883
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 105.08 104.22 101.19
R3 103.59 102.73 100.78
R2 102.10 102.10 100.64
R1 101.24 101.24 100.51 100.93
PP 100.61 100.61 100.61 100.46
S1 99.75 99.75 100.23 99.44
S2 99.12 99.12 100.10
S3 97.63 98.26 99.96
S4 96.14 96.77 99.55
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 111.03 109.42 102.42
R3 107.31 105.70 101.39
R2 103.59 103.59 101.05
R1 101.98 101.98 100.71 102.79
PP 99.87 99.87 99.87 100.27
S1 98.26 98.26 100.03 99.07
S2 96.15 96.15 99.69
S3 92.43 94.54 99.35
S4 88.71 90.82 98.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.48 97.76 3.72 3.7% 1.20 1.2% 70% True False 8,576
10 101.48 97.76 3.72 3.7% 1.17 1.2% 70% True False 8,669
20 101.48 96.28 5.20 5.2% 1.09 1.1% 79% True False 10,316
40 101.48 90.05 11.43 11.4% 1.17 1.2% 90% True False 7,670
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 True
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.81
2.618 105.38
1.618 103.89
1.000 102.97
0.618 102.40
HIGH 101.48
0.618 100.91
0.500 100.74
0.382 100.56
LOW 99.99
0.618 99.07
1.000 98.50
1.618 97.58
2.618 96.09
4.250 93.66
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 100.74 100.12
PP 100.61 99.87
S1 100.49 99.62

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

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