NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 101.68 100.73 -0.95 -0.9% 99.29
High 102.11 101.03 -1.08 -1.1% 102.51
Low 100.84 100.00 -0.84 -0.8% 99.01
Close 101.12 100.13 -0.99 -1.0% 102.35
Range 1.27 1.03 -0.24 -18.9% 3.50
ATR 1.20 1.19 -0.01 -0.4% 0.00
Volume 6,329 12,278 5,949 94.0% 43,549
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 103.48 102.83 100.70
R3 102.45 101.80 100.41
R2 101.42 101.42 100.32
R1 100.77 100.77 100.22 100.58
PP 100.39 100.39 100.39 100.29
S1 99.74 99.74 100.04 99.55
S2 99.36 99.36 99.94
S3 98.33 98.71 99.85
S4 97.30 97.68 99.56
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 111.79 110.57 104.28
R3 108.29 107.07 103.31
R2 104.79 104.79 102.99
R1 103.57 103.57 102.67 104.18
PP 101.29 101.29 101.29 101.60
S1 100.07 100.07 102.03 100.68
S2 97.79 97.79 101.71
S3 94.29 96.57 101.39
S4 90.79 93.07 100.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.56 100.00 2.56 2.6% 1.03 1.0% 5% False True 8,575
10 102.56 97.46 5.10 5.1% 1.19 1.2% 52% False False 8,896
20 102.56 97.46 5.10 5.1% 1.18 1.2% 52% False False 8,576
40 102.56 91.35 11.21 11.2% 1.11 1.1% 78% False False 9,184
60 102.56 90.05 12.51 12.5% 1.18 1.2% 81% False False 7,204
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.41
2.618 103.73
1.618 102.70
1.000 102.06
0.618 101.67
HIGH 101.03
0.618 100.64
0.500 100.52
0.382 100.39
LOW 100.00
0.618 99.36
1.000 98.97
1.618 98.33
2.618 97.30
4.250 95.62
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 100.52 101.28
PP 100.39 100.90
S1 100.26 100.51

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

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