NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 30-Aug-2013
Day Change Summary
Previous Current
29-Aug-2013 30-Aug-2013 Change Change % Previous Week
Open 102.70 100.88 -1.82 -1.8% 100.95
High 103.01 102.12 -0.89 -0.9% 104.37
Low 101.50 100.88 -0.62 -0.6% 100.09
Close 101.90 101.34 -0.56 -0.5% 101.34
Range 1.51 1.24 -0.27 -17.9% 4.28
ATR 1.32 1.31 -0.01 -0.4% 0.00
Volume 17,925 13,924 -4,001 -22.3% 70,342
Daily Pivots for day following 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 105.17 104.49 102.02
R3 103.93 103.25 101.68
R2 102.69 102.69 101.57
R1 102.01 102.01 101.45 102.35
PP 101.45 101.45 101.45 101.62
S1 100.77 100.77 101.23 101.11
S2 100.21 100.21 101.11
S3 98.97 99.53 101.00
S4 97.73 98.29 100.66
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 114.77 112.34 103.69
R3 110.49 108.06 102.52
R2 106.21 106.21 102.12
R1 103.78 103.78 101.73 105.00
PP 101.93 101.93 101.93 102.54
S1 99.50 99.50 100.95 100.72
S2 97.65 97.65 100.56
S3 93.37 95.22 100.16
S4 89.09 90.94 98.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.37 100.09 4.28 4.2% 1.57 1.6% 29% False False 14,068
10 104.37 98.98 5.39 5.3% 1.29 1.3% 44% False False 14,697
20 104.37 96.50 7.87 7.8% 1.28 1.3% 61% False False 12,668
40 104.37 95.29 9.08 9.0% 1.20 1.2% 67% False False 13,283
Crabel Price Patterns
NR True
NR4 True
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 0.17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.39
2.618 105.37
1.618 104.13
1.000 103.36
0.618 102.89
HIGH 102.12
0.618 101.65
0.500 101.50
0.382 101.35
LOW 100.88
0.618 100.11
1.000 99.64
1.618 98.87
2.618 97.63
4.250 95.61
Fisher Pivots for day following 30-Aug-2013
Pivot 1 day 3 day
R1 101.50 102.63
PP 101.45 102.20
S1 101.39 101.77

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

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