NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 13-Aug-2013
Day Change Summary
Previous Current
12-Aug-2013 13-Aug-2013 Change Change % Previous Week
Open 98.26 99.22 0.96 1.0% 99.13
High 99.33 99.99 0.66 0.7% 99.68
Low 97.91 99.08 1.17 1.2% 96.50
Close 99.27 99.90 0.63 0.6% 98.58
Range 1.42 0.91 -0.51 -35.9% 3.18
ATR 1.32 1.29 -0.03 -2.2% 0.00
Volume 9,463 10,454 991 10.5% 51,276
Daily Pivots for day following 13-Aug-2013
Classic Woodie Camarilla DeMark
R4 102.39 102.05 100.40
R3 101.48 101.14 100.15
R2 100.57 100.57 100.07
R1 100.23 100.23 99.98 100.40
PP 99.66 99.66 99.66 99.74
S1 99.32 99.32 99.82 99.49
S2 98.75 98.75 99.73
S3 97.84 98.41 99.65
S4 96.93 97.50 99.40
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 107.79 106.37 100.33
R3 104.61 103.19 99.45
R2 101.43 101.43 99.16
R1 100.01 100.01 98.87 99.13
PP 98.25 98.25 98.25 97.82
S1 96.83 96.83 98.29 95.95
S2 95.07 95.07 98.00
S3 91.89 93.65 97.71
S4 88.71 90.47 96.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.99 96.50 3.49 3.5% 1.33 1.3% 97% True False 10,503
10 100.14 96.50 3.64 3.6% 1.42 1.4% 93% False False 11,188
20 100.14 96.50 3.64 3.6% 1.30 1.3% 93% False False 11,279
40 100.14 89.48 10.66 10.7% 1.22 1.2% 98% False False 12,368
Crabel Price Patterns
NR True
NR4 True
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 0.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.86
2.618 102.37
1.618 101.46
1.000 100.90
0.618 100.55
HIGH 99.99
0.618 99.64
0.500 99.54
0.382 99.43
LOW 99.08
0.618 98.52
1.000 98.17
1.618 97.61
2.618 96.70
4.250 95.21
Fisher Pivots for day following 13-Aug-2013
Pivot 1 day 3 day
R1 99.78 99.44
PP 99.66 98.99
S1 99.54 98.53

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

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