NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 100.44 102.56 2.12 2.1% 101.21
High 102.66 104.37 1.71 1.7% 101.28
Low 100.40 102.38 1.98 2.0% 98.98
Close 102.50 103.15 0.65 0.6% 100.49
Range 2.26 1.99 -0.27 -11.9% 2.30
ATR 1.24 1.29 0.05 4.3% 0.00
Volume 6,868 21,074 14,206 206.8% 76,630
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 109.27 108.20 104.24
R3 107.28 106.21 103.70
R2 105.29 105.29 103.51
R1 104.22 104.22 103.33 104.76
PP 103.30 103.30 103.30 103.57
S1 102.23 102.23 102.97 102.77
S2 101.31 101.31 102.79
S3 99.32 100.24 102.60
S4 97.33 98.25 102.06
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 107.15 106.12 101.76
R3 104.85 103.82 101.12
R2 102.55 102.55 100.91
R1 101.52 101.52 100.70 100.89
PP 100.25 100.25 100.25 99.93
S1 99.22 99.22 100.28 98.59
S2 97.95 97.95 100.07
S3 95.65 96.92 99.86
S4 93.35 94.62 99.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.37 99.08 5.29 5.1% 1.46 1.4% 77% True False 14,282
10 104.37 98.98 5.39 5.2% 1.21 1.2% 77% True False 13,658
20 104.37 96.50 7.87 7.6% 1.29 1.2% 84% True False 12,524
40 104.37 94.29 10.08 9.8% 1.19 1.2% 88% True False 13,662
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.83
2.618 109.58
1.618 107.59
1.000 106.36
0.618 105.60
HIGH 104.37
0.618 103.61
0.500 103.38
0.382 103.14
LOW 102.38
0.618 101.15
1.000 100.39
1.618 99.16
2.618 97.17
4.250 93.92
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 103.38 102.84
PP 103.30 102.54
S1 103.23 102.23

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

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