NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 97.10 97.12 0.02 0.0% 94.79
High 97.10 97.12 0.02 0.0% 97.04
Low 96.78 96.52 -0.26 -0.3% 94.77
Close 96.78 96.52 -0.26 -0.3% 97.03
Range 0.32 0.60 0.28 87.5% 2.27
ATR 0.73 0.72 -0.01 -1.2% 0.00
Volume 1,990 699 -1,291 -64.9% 10,245
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 98.52 98.12 96.85
R3 97.92 97.52 96.69
R2 97.32 97.32 96.63
R1 96.92 96.92 96.58 96.82
PP 96.72 96.72 96.72 96.67
S1 96.32 96.32 96.47 96.22
S2 96.12 96.12 96.41
S3 95.52 95.72 96.36
S4 94.92 95.12 96.19
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 103.09 102.33 98.28
R3 100.82 100.06 97.65
R2 98.55 98.55 97.45
R1 97.79 97.79 97.24 98.17
PP 96.28 96.28 96.28 96.47
S1 95.52 95.52 96.82 95.90
S2 94.01 94.01 96.61
S3 91.74 93.25 96.41
S4 89.47 90.98 95.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.12 95.71 1.41 1.5% 0.51 0.5% 57% True False 1,525
10 97.12 93.93 3.19 3.3% 0.57 0.6% 81% True False 1,763
20 97.12 93.82 3.30 3.4% 0.64 0.7% 82% True False 1,866
40 97.12 89.40 7.72 8.0% 0.52 0.5% 92% True False 2,480
60 97.12 88.01 9.11 9.4% 0.47 0.5% 93% True False 2,859
80 97.12 87.56 9.56 9.9% 0.44 0.5% 94% True False 2,364
100 97.12 84.98 12.14 12.6% 0.35 0.4% 95% True False 2,006
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.67
2.618 98.69
1.618 98.09
1.000 97.72
0.618 97.49
HIGH 97.12
0.618 96.89
0.500 96.82
0.382 96.75
LOW 96.52
0.618 96.15
1.000 95.92
1.618 95.55
2.618 94.95
4.250 93.97
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 96.82 96.82
PP 96.72 96.72
S1 96.62 96.62

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

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