NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 98.44 99.29 0.85 0.9% 99.56
High 99.78 100.48 0.70 0.7% 100.63
Low 98.25 99.01 0.76 0.8% 97.46
Close 99.73 100.42 0.69 0.7% 99.73
Range 1.53 1.47 -0.06 -3.9% 3.17
ATR 1.30 1.31 0.01 0.9% 0.00
Volume 10,907 10,115 -792 -7.3% 39,791
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 104.38 103.87 101.23
R3 102.91 102.40 100.82
R2 101.44 101.44 100.69
R1 100.93 100.93 100.55 101.19
PP 99.97 99.97 99.97 100.10
S1 99.46 99.46 100.29 99.72
S2 98.50 98.50 100.15
S3 97.03 97.99 100.02
S4 95.56 96.52 99.61
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 108.78 107.43 101.47
R3 105.61 104.26 100.60
R2 102.44 102.44 100.31
R1 101.09 101.09 100.02 101.77
PP 99.27 99.27 99.27 99.61
S1 97.92 97.92 99.44 98.60
S2 96.10 96.10 99.15
S3 92.93 94.75 98.86
S4 89.76 91.58 97.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.63 97.46 3.17 3.2% 1.51 1.5% 93% False False 8,481
10 101.48 97.46 4.02 4.0% 1.39 1.4% 74% False False 8,724
20 101.48 97.46 4.02 4.0% 1.26 1.3% 74% False False 8,655
40 101.48 90.05 11.43 11.4% 1.19 1.2% 91% False False 8,329
60 101.48 90.05 11.43 11.4% 1.22 1.2% 91% False False 6,444
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 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.73
2.618 104.33
1.618 102.86
1.000 101.95
0.618 101.39
HIGH 100.48
0.618 99.92
0.500 99.75
0.382 99.57
LOW 99.01
0.618 98.10
1.000 97.54
1.618 96.63
2.618 95.16
4.250 92.76
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 100.20 99.94
PP 99.97 99.45
S1 99.75 98.97

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

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