NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 29-Aug-2013
Day Change Summary
Previous Current
28-Aug-2013 29-Aug-2013 Change Change % Previous Week
Open 102.56 102.70 0.14 0.1% 101.21
High 104.37 103.01 -1.36 -1.3% 101.28
Low 102.38 101.50 -0.88 -0.9% 98.98
Close 103.15 101.90 -1.25 -1.2% 100.49
Range 1.99 1.51 -0.48 -24.1% 2.30
ATR 1.29 1.32 0.03 2.0% 0.00
Volume 21,074 17,925 -3,149 -14.9% 76,630
Daily Pivots for day following 29-Aug-2013
Classic Woodie Camarilla DeMark
R4 106.67 105.79 102.73
R3 105.16 104.28 102.32
R2 103.65 103.65 102.18
R1 102.77 102.77 102.04 102.46
PP 102.14 102.14 102.14 101.98
S1 101.26 101.26 101.76 100.95
S2 100.63 100.63 101.62
S3 99.12 99.75 101.48
S4 97.61 98.24 101.07
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 99.16 5.21 5.1% 1.61 1.6% 53% False False 14,176
10 104.37 98.98 5.39 5.3% 1.27 1.2% 54% False False 14,561
20 104.37 96.50 7.87 7.7% 1.28 1.3% 69% False False 12,853
40 104.37 94.29 10.08 9.9% 1.20 1.2% 75% False False 13,593
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 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109.43
2.618 106.96
1.618 105.45
1.000 104.52
0.618 103.94
HIGH 103.01
0.618 102.43
0.500 102.26
0.382 102.08
LOW 101.50
0.618 100.57
1.000 99.99
1.618 99.06
2.618 97.55
4.250 95.08
Fisher Pivots for day following 29-Aug-2013
Pivot 1 day 3 day
R1 102.26 102.39
PP 102.14 102.22
S1 102.02 102.06

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

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