NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 98.29 97.90 -0.39 -0.4% 97.89
High 98.29 98.72 0.43 0.4% 100.65
Low 97.33 97.76 0.43 0.4% 96.92
Close 97.88 98.43 0.55 0.6% 97.94
Range 0.96 0.96 0.00 0.0% 3.73
ATR 1.31 1.29 -0.03 -1.9% 0.00
Volume 19,547 15,910 -3,637 -18.6% 118,872
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 101.18 100.77 98.96
R3 100.22 99.81 98.69
R2 99.26 99.26 98.61
R1 98.85 98.85 98.52 99.06
PP 98.30 98.30 98.30 98.41
S1 97.89 97.89 98.34 98.10
S2 97.34 97.34 98.25
S3 96.38 96.93 98.17
S4 95.42 95.97 97.90
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 109.69 107.55 99.99
R3 105.96 103.82 98.97
R2 102.23 102.23 98.62
R1 100.09 100.09 98.28 101.16
PP 98.50 98.50 98.50 99.04
S1 96.36 96.36 97.60 97.43
S2 94.77 94.77 97.26
S3 91.04 92.63 96.91
S4 87.31 88.90 95.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.37 96.55 2.82 2.9% 1.49 1.5% 67% False False 23,203
10 100.65 96.55 4.10 4.2% 1.42 1.4% 46% False False 22,018
20 100.65 93.99 6.66 6.8% 1.23 1.2% 67% False False 19,711
40 100.65 93.99 6.66 6.8% 1.14 1.2% 67% False False 20,436
60 100.65 88.11 12.54 12.7% 1.19 1.2% 82% False False 20,549
80 100.65 88.11 12.54 12.7% 1.24 1.3% 82% False False 19,427
100 100.65 84.84 15.81 16.1% 1.29 1.3% 86% False False 17,688
120 100.65 84.84 15.81 16.1% 1.26 1.3% 86% False False 16,212
Crabel Price Patterns
NR False
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 0.32
Fibonacci Retracements and Extensions
4.250 102.80
2.618 101.23
1.618 100.27
1.000 99.68
0.618 99.31
HIGH 98.72
0.618 98.35
0.500 98.24
0.382 98.13
LOW 97.76
0.618 97.17
1.000 96.80
1.618 96.21
2.618 95.25
4.250 93.68
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 98.37 98.17
PP 98.30 97.90
S1 98.24 97.64

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

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