NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 99.00 101.72 2.72 2.7% 100.95
High 102.01 101.74 -0.27 -0.3% 104.37
Low 99.00 100.66 1.66 1.7% 100.09
Close 101.91 101.13 -0.78 -0.8% 101.34
Range 3.01 1.08 -1.93 -64.1% 4.28
ATR 1.43 1.42 -0.01 -0.9% 0.00
Volume 13,924 15,804 1,880 13.5% 70,342
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 104.42 103.85 101.72
R3 103.34 102.77 101.43
R2 102.26 102.26 101.33
R1 101.69 101.69 101.23 101.44
PP 101.18 101.18 101.18 101.05
S1 100.61 100.61 101.03 100.36
S2 100.10 100.10 100.93
S3 99.02 99.53 100.83
S4 97.94 98.45 100.54
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% 1.77 1.7% 40% False False 16,530
10 104.37 98.98 5.39 5.3% 1.52 1.5% 40% False False 15,450
20 104.37 96.50 7.87 7.8% 1.33 1.3% 59% False False 13,221
40 104.37 95.82 8.55 8.5% 1.26 1.2% 62% False False 13,200
60 104.37 89.48 14.89 14.7% 1.23 1.2% 78% False False 12,424
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 106.33
2.618 104.57
1.618 103.49
1.000 102.82
0.618 102.41
HIGH 101.74
0.618 101.33
0.500 101.20
0.382 101.07
LOW 100.66
0.618 99.99
1.000 99.58
1.618 98.91
2.618 97.83
4.250 96.07
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 101.20 100.94
PP 101.18 100.75
S1 101.15 100.56

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

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