NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 100.35 100.74 0.39 0.4% 98.26
High 100.80 101.25 0.45 0.4% 101.25
Low 99.90 100.23 0.33 0.3% 97.91
Close 100.63 101.12 0.49 0.5% 101.12
Range 0.90 1.02 0.12 13.3% 3.34
ATR 1.24 1.23 -0.02 -1.3% 0.00
Volume 8,893 12,568 3,675 41.3% 55,129
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 103.93 103.54 101.68
R3 102.91 102.52 101.40
R2 101.89 101.89 101.31
R1 101.50 101.50 101.21 101.70
PP 100.87 100.87 100.87 100.96
S1 100.48 100.48 101.03 100.68
S2 99.85 99.85 100.93
S3 98.83 99.46 100.84
S4 97.81 98.44 100.56
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 110.11 108.96 102.96
R3 106.77 105.62 102.04
R2 103.43 103.43 101.73
R1 102.28 102.28 101.43 102.86
PP 100.09 100.09 100.09 100.38
S1 98.94 98.94 100.81 99.52
S2 96.75 96.75 100.51
S3 93.41 95.60 100.20
S4 90.07 92.26 99.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.25 97.91 3.34 3.3% 1.04 1.0% 96% True False 11,025
10 101.25 96.50 4.75 4.7% 1.26 1.2% 97% True False 10,640
20 101.25 96.50 4.75 4.7% 1.23 1.2% 97% True False 10,949
40 101.25 89.48 11.77 11.6% 1.19 1.2% 99% True False 12,843
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.59
2.618 103.92
1.618 102.90
1.000 102.27
0.618 101.88
HIGH 101.25
0.618 100.86
0.500 100.74
0.382 100.62
LOW 100.23
0.618 99.60
1.000 99.21
1.618 98.58
2.618 97.56
4.250 95.90
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 100.99 100.82
PP 100.87 100.52
S1 100.74 100.22

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

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