NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 97.89 97.47 -0.42 -0.4% 97.86
High 97.93 99.36 1.43 1.5% 98.20
Low 97.17 97.19 0.02 0.0% 96.41
Close 97.36 99.11 1.75 1.8% 97.58
Range 0.76 2.17 1.41 185.5% 1.79
ATR 1.05 1.13 0.08 7.7% 0.00
Volume 21,601 9,067 -12,534 -58.0% 101,592
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 105.06 104.26 100.30
R3 102.89 102.09 99.71
R2 100.72 100.72 99.51
R1 99.92 99.92 99.31 100.32
PP 98.55 98.55 98.55 98.76
S1 97.75 97.75 98.91 98.15
S2 96.38 96.38 98.71
S3 94.21 95.58 98.51
S4 92.04 93.41 97.92
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 102.77 101.96 98.56
R3 100.98 100.17 98.07
R2 99.19 99.19 97.91
R1 98.38 98.38 97.74 97.89
PP 97.40 97.40 97.40 97.15
S1 96.59 96.59 97.42 96.10
S2 95.61 95.61 97.25
S3 93.82 94.80 97.09
S4 92.03 93.01 96.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.36 96.41 2.95 3.0% 1.16 1.2% 92% True False 19,956
10 99.36 96.38 2.98 3.0% 1.02 1.0% 92% True False 18,306
20 99.36 93.99 5.37 5.4% 1.14 1.2% 95% True False 16,771
40 99.36 91.37 7.99 8.1% 1.06 1.1% 97% True False 20,747
60 99.36 88.11 11.25 11.4% 1.16 1.2% 98% True False 20,580
80 99.36 88.11 11.25 11.4% 1.21 1.2% 98% True False 18,447
100 99.36 84.84 14.52 14.7% 1.27 1.3% 98% True False 16,773
120 99.36 84.84 14.52 14.7% 1.22 1.2% 98% True False 15,483
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 0.24
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 108.58
2.618 105.04
1.618 102.87
1.000 101.53
0.618 100.70
HIGH 99.36
0.618 98.53
0.500 98.28
0.382 98.02
LOW 97.19
0.618 95.85
1.000 95.02
1.618 93.68
2.618 91.51
4.250 87.97
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 98.83 98.73
PP 98.55 98.34
S1 98.28 97.96

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

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