NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 94.89 95.73 0.84 0.9% 96.44
High 95.94 96.53 0.59 0.6% 97.06
Low 94.64 95.22 0.58 0.6% 93.99
Close 95.91 96.47 0.56 0.6% 95.91
Range 1.30 1.31 0.01 0.8% 3.07
ATR 1.22 1.22 0.01 0.5% 0.00
Volume 14,857 16,121 1,264 8.5% 64,400
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 100.00 99.55 97.19
R3 98.69 98.24 96.83
R2 97.38 97.38 96.71
R1 96.93 96.93 96.59 97.16
PP 96.07 96.07 96.07 96.19
S1 95.62 95.62 96.35 95.85
S2 94.76 94.76 96.23
S3 93.45 94.31 96.11
S4 92.14 93.00 95.75
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 104.86 103.46 97.60
R3 101.79 100.39 96.75
R2 98.72 98.72 96.47
R1 97.32 97.32 96.19 96.49
PP 95.65 95.65 95.65 95.24
S1 94.25 94.25 95.63 93.42
S2 92.58 92.58 95.35
S3 89.51 91.18 95.07
S4 86.44 88.11 94.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.89 93.99 2.90 3.0% 1.32 1.4% 86% False False 13,666
10 97.31 93.99 3.32 3.4% 1.25 1.3% 75% False False 14,784
20 97.31 93.99 3.32 3.4% 1.15 1.2% 75% False False 18,010
40 97.31 88.11 9.20 9.5% 1.19 1.2% 91% False False 21,175
60 97.31 88.11 9.20 9.5% 1.23 1.3% 91% False False 19,492
80 97.31 85.73 11.58 12.0% 1.30 1.4% 93% False False 17,378
100 97.31 84.84 12.47 12.9% 1.27 1.3% 93% False False 15,729
120 97.31 84.84 12.47 12.9% 1.21 1.3% 93% False False 14,323
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.10
2.618 99.96
1.618 98.65
1.000 97.84
0.618 97.34
HIGH 96.53
0.618 96.03
0.500 95.88
0.382 95.72
LOW 95.22
0.618 94.41
1.000 93.91
1.618 93.10
2.618 91.79
4.250 89.65
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 96.27 96.07
PP 96.07 95.66
S1 95.88 95.26

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

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