NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 97.47 99.45 1.98 2.0% 97.86
High 99.36 100.65 1.29 1.3% 98.20
Low 97.19 98.69 1.50 1.5% 96.41
Close 99.11 99.47 0.36 0.4% 97.58
Range 2.17 1.96 -0.21 -9.7% 1.79
ATR 1.13 1.19 0.06 5.3% 0.00
Volume 9,067 33,048 23,981 264.5% 101,592
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 105.48 104.44 100.55
R3 103.52 102.48 100.01
R2 101.56 101.56 99.83
R1 100.52 100.52 99.65 101.04
PP 99.60 99.60 99.60 99.87
S1 98.56 98.56 99.29 99.08
S2 97.64 97.64 99.11
S3 95.68 96.60 98.93
S4 93.72 94.64 98.39
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
5 100.65 96.55 4.10 4.1% 1.35 1.4% 71% True False 20,833
10 100.65 96.41 4.24 4.3% 1.13 1.1% 72% True False 19,778
20 100.65 93.99 6.66 6.7% 1.17 1.2% 82% True False 17,628
40 100.65 92.47 8.18 8.2% 1.08 1.1% 86% True False 21,174
60 100.65 88.11 12.54 12.6% 1.17 1.2% 91% True False 20,840
80 100.65 88.11 12.54 12.6% 1.22 1.2% 91% True False 18,686
100 100.65 84.84 15.81 15.9% 1.28 1.3% 93% True False 16,991
120 100.65 84.84 15.81 15.9% 1.23 1.2% 93% True False 15,657
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.98
2.618 105.78
1.618 103.82
1.000 102.61
0.618 101.86
HIGH 100.65
0.618 99.90
0.500 99.67
0.382 99.44
LOW 98.69
0.618 97.48
1.000 96.73
1.618 95.52
2.618 93.56
4.250 90.36
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 99.67 99.28
PP 99.60 99.10
S1 99.54 98.91

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

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