NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 101.21 99.80 -1.41 -1.4% 98.26
High 101.28 100.93 -0.35 -0.3% 101.25
Low 100.62 99.74 -0.88 -0.9% 97.91
Close 100.77 100.07 -0.70 -0.7% 101.12
Range 0.66 1.19 0.53 80.3% 3.34
ATR 1.19 1.19 0.00 0.0% 0.00
Volume 13,408 8,790 -4,618 -34.4% 55,129
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 103.82 103.13 100.72
R3 102.63 101.94 100.40
R2 101.44 101.44 100.29
R1 100.75 100.75 100.18 101.10
PP 100.25 100.25 100.25 100.42
S1 99.56 99.56 99.96 99.91
S2 99.06 99.06 99.85
S3 97.87 98.37 99.74
S4 96.68 97.18 99.42
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 99.18 2.10 2.1% 0.95 0.9% 42% False False 11,482
10 101.28 96.50 4.78 4.8% 1.14 1.1% 75% False False 10,992
20 101.28 96.50 4.78 4.8% 1.23 1.2% 75% False False 10,674
40 101.28 90.14 11.14 11.1% 1.12 1.1% 89% False False 12,995
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 105.99
2.618 104.05
1.618 102.86
1.000 102.12
0.618 101.67
HIGH 100.93
0.618 100.48
0.500 100.34
0.382 100.19
LOW 99.74
0.618 99.00
1.000 98.55
1.618 97.81
2.618 96.62
4.250 94.68
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 100.34 100.51
PP 100.25 100.36
S1 100.16 100.22

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

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