NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 100.88 99.00 -1.88 -1.9% 100.95
High 102.12 102.01 -0.11 -0.1% 104.37
Low 100.88 99.00 -1.88 -1.9% 100.09
Close 101.34 101.91 0.57 0.6% 101.34
Range 1.24 3.01 1.77 142.7% 4.28
ATR 1.31 1.43 0.12 9.2% 0.00
Volume 13,924 13,924 0 0.0% 70,342
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 110.00 108.97 103.57
R3 106.99 105.96 102.74
R2 103.98 103.98 102.46
R1 102.95 102.95 102.19 103.47
PP 100.97 100.97 100.97 101.23
S1 99.94 99.94 101.63 100.46
S2 97.96 97.96 101.36
S3 94.95 96.93 101.08
S4 91.94 93.92 100.25
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 99.00 5.37 5.3% 2.00 2.0% 54% False True 14,743
10 104.37 98.98 5.39 5.3% 1.53 1.5% 54% False False 14,748
20 104.37 96.50 7.87 7.7% 1.35 1.3% 69% False False 12,799
40 104.37 95.55 8.82 8.7% 1.25 1.2% 72% False False 13,237
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 114.80
2.618 109.89
1.618 106.88
1.000 105.02
0.618 103.87
HIGH 102.01
0.618 100.86
0.500 100.51
0.382 100.15
LOW 99.00
0.618 97.14
1.000 95.99
1.618 94.13
2.618 91.12
4.250 86.21
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 101.44 101.61
PP 100.97 101.31
S1 100.51 101.01

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

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