NYMEX Light Sweet Crude Oil Future July 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 96.53 96.88 0.35 0.4% 97.10
High 96.59 98.30 1.71 1.8% 97.12
Low 96.49 96.88 0.39 0.4% 95.55
Close 96.49 98.09 1.60 1.7% 96.71
Range 0.10 1.42 1.32 1,320.0% 1.57
ATR 0.69 0.77 0.08 11.7% 0.00
Volume 1,518 808 -710 -46.8% 8,169
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 102.02 101.47 98.87
R3 100.60 100.05 98.48
R2 99.18 99.18 98.35
R1 98.63 98.63 98.22 98.91
PP 97.76 97.76 97.76 97.89
S1 97.21 97.21 97.96 97.49
S2 96.34 96.34 97.83
S3 94.92 95.79 97.70
S4 93.50 94.37 97.31
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 101.17 100.51 97.57
R3 99.60 98.94 97.14
R2 98.03 98.03 97.00
R1 97.37 97.37 96.85 96.92
PP 96.46 96.46 96.46 96.23
S1 95.80 95.80 96.57 95.35
S2 94.89 94.89 96.42
S3 93.32 94.23 96.28
S4 91.75 92.66 95.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.30 95.55 2.75 2.8% 0.73 0.7% 92% True False 1,561
10 98.30 95.55 2.75 2.8% 0.62 0.6% 92% True False 1,543
20 98.30 93.82 4.48 4.6% 0.65 0.7% 95% True False 1,787
40 98.30 91.74 6.56 6.7% 0.56 0.6% 97% True False 2,393
60 98.30 88.01 10.29 10.5% 0.48 0.5% 98% True False 2,902
80 98.30 88.01 10.29 10.5% 0.48 0.5% 98% True False 2,416
100 98.30 84.98 13.32 13.6% 0.39 0.4% 98% True False 2,065
120 98.30 84.98 13.32 13.6% 0.33 0.3% 98% True False 1,793
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 0.10
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 104.34
2.618 102.02
1.618 100.60
1.000 99.72
0.618 99.18
HIGH 98.30
0.618 97.76
0.500 97.59
0.382 97.42
LOW 96.88
0.618 96.00
1.000 95.46
1.618 94.58
2.618 93.16
4.250 90.85
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 97.92 97.75
PP 97.76 97.40
S1 97.59 97.06

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

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