NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 98.24 99.10 0.86 0.9% 97.31
High 98.98 99.53 0.55 0.6% 98.32
Low 98.24 98.92 0.68 0.7% 95.56
Close 98.98 99.49 0.51 0.5% 97.53
Range 0.74 0.61 -0.13 -17.6% 2.76
ATR 0.95 0.92 -0.02 -2.6% 0.00
Volume 5,916 3,322 -2,594 -43.8% 15,814
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 101.14 100.93 99.83
R3 100.53 100.32 99.66
R2 99.92 99.92 99.60
R1 99.71 99.71 99.55 99.82
PP 99.31 99.31 99.31 99.37
S1 99.10 99.10 99.43 99.21
S2 98.70 98.70 99.38
S3 98.09 98.49 99.32
S4 97.48 97.88 99.15
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 105.42 104.23 99.05
R3 102.66 101.47 98.29
R2 99.90 99.90 98.04
R1 98.71 98.71 97.78 99.31
PP 97.14 97.14 97.14 97.43
S1 95.95 95.95 97.28 96.55
S2 94.38 94.38 97.02
S3 91.62 93.19 96.77
S4 88.86 90.43 96.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.53 96.30 3.23 3.2% 0.88 0.9% 99% True False 4,118
10 99.53 95.56 3.97 4.0% 0.95 1.0% 99% True False 3,731
20 99.53 95.56 3.97 4.0% 0.85 0.9% 99% True False 3,557
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.06
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 102.12
2.618 101.13
1.618 100.52
1.000 100.14
0.618 99.91
HIGH 99.53
0.618 99.30
0.500 99.23
0.382 99.15
LOW 98.92
0.618 98.54
1.000 98.31
1.618 97.93
2.618 97.32
4.250 96.33
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 99.40 99.26
PP 99.31 99.02
S1 99.23 98.79

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

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