NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 100.74 101.21 0.47 0.5% 98.26
High 101.25 101.28 0.03 0.0% 101.25
Low 100.23 100.62 0.39 0.4% 97.91
Close 101.12 100.77 -0.35 -0.3% 101.12
Range 1.02 0.66 -0.36 -35.3% 3.34
ATR 1.23 1.19 -0.04 -3.3% 0.00
Volume 12,568 13,408 840 6.7% 55,129
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 102.87 102.48 101.13
R3 102.21 101.82 100.95
R2 101.55 101.55 100.89
R1 101.16 101.16 100.83 101.03
PP 100.89 100.89 100.89 100.82
S1 100.50 100.50 100.71 100.37
S2 100.23 100.23 100.65
S3 99.57 99.84 100.59
S4 98.91 99.18 100.41
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
5 101.28 99.08 2.20 2.2% 0.89 0.9% 77% True False 11,814
10 101.28 96.50 4.78 4.7% 1.17 1.2% 89% True False 10,850
20 101.28 96.50 4.78 4.7% 1.22 1.2% 89% True False 10,712
40 101.28 89.48 11.80 11.7% 1.15 1.1% 96% True False 12,937
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 34 trading days
Fibonacci Retracements and Extensions
4.250 104.09
2.618 103.01
1.618 102.35
1.000 101.94
0.618 101.69
HIGH 101.28
0.618 101.03
0.500 100.95
0.382 100.87
LOW 100.62
0.618 100.21
1.000 99.96
1.618 99.55
2.618 98.89
4.250 97.82
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 100.95 100.71
PP 100.89 100.65
S1 100.83 100.59

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

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