NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 97.12 96.44 -0.68 -0.7% 95.37
High 97.31 97.06 -0.25 -0.3% 97.31
Low 96.16 95.58 -0.58 -0.6% 94.46
Close 96.64 96.73 0.09 0.1% 96.64
Range 1.15 1.48 0.33 28.7% 2.85
ATR 1.15 1.18 0.02 2.0% 0.00
Volume 27,199 12,189 -15,010 -55.2% 77,444
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 100.90 100.29 97.54
R3 99.42 98.81 97.14
R2 97.94 97.94 97.00
R1 97.33 97.33 96.87 97.64
PP 96.46 96.46 96.46 96.61
S1 95.85 95.85 96.59 96.16
S2 94.98 94.98 96.46
S3 93.50 94.37 96.32
S4 92.02 92.89 95.92
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 104.69 103.51 98.21
R3 101.84 100.66 97.42
R2 98.99 98.99 97.16
R1 97.81 97.81 96.90 98.40
PP 96.14 96.14 96.14 96.43
S1 94.96 94.96 96.38 95.55
S2 93.29 93.29 96.12
S3 90.44 92.11 95.86
S4 87.59 89.26 95.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.31 94.46 2.85 2.9% 1.19 1.2% 80% False False 15,902
10 97.31 94.46 2.85 2.9% 1.13 1.2% 80% False False 16,787
20 97.31 93.81 3.50 3.6% 1.02 1.1% 83% False False 22,230
40 97.31 88.11 9.20 9.5% 1.17 1.2% 94% False False 21,710
60 97.31 88.11 9.20 9.5% 1.26 1.3% 94% False False 19,364
80 97.31 84.84 12.47 12.9% 1.33 1.4% 95% False False 17,143
100 97.31 84.84 12.47 12.9% 1.25 1.3% 95% False False 15,568
120 97.31 84.84 12.47 12.9% 1.20 1.2% 95% False False 14,115
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 0.34
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 103.35
2.618 100.93
1.618 99.45
1.000 98.54
0.618 97.97
HIGH 97.06
0.618 96.49
0.500 96.32
0.382 96.15
LOW 95.58
0.618 94.67
1.000 94.10
1.618 93.19
2.618 91.71
4.250 89.29
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 96.59 96.63
PP 96.46 96.54
S1 96.32 96.44

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

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