NYMEX Light Sweet Crude Oil Future July 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 96.88 98.50 1.62 1.7% 97.10
High 98.30 99.49 1.19 1.2% 97.12
Low 96.88 98.22 1.34 1.4% 95.55
Close 98.09 98.38 0.29 0.3% 96.71
Range 1.42 1.27 -0.15 -10.6% 1.57
ATR 0.77 0.81 0.05 5.9% 0.00
Volume 808 4,039 3,231 399.9% 8,169
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 102.51 101.71 99.08
R3 101.24 100.44 98.73
R2 99.97 99.97 98.61
R1 99.17 99.17 98.50 98.94
PP 98.70 98.70 98.70 98.58
S1 97.90 97.90 98.26 97.67
S2 97.43 97.43 98.15
S3 96.16 96.63 98.03
S4 94.89 95.36 97.68
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 99.49 95.55 3.94 4.0% 0.87 0.9% 72% True False 1,928
10 99.49 95.55 3.94 4.0% 0.68 0.7% 72% True False 1,743
20 99.49 93.93 5.56 5.7% 0.65 0.7% 80% True False 1,946
40 99.49 92.40 7.09 7.2% 0.59 0.6% 84% True False 2,470
60 99.49 88.01 11.48 11.7% 0.49 0.5% 90% True False 2,921
80 99.49 88.01 11.48 11.7% 0.50 0.5% 90% True False 2,457
100 99.49 84.98 14.51 14.7% 0.40 0.4% 92% True False 2,104
120 99.49 84.98 14.51 14.7% 0.34 0.3% 92% True False 1,820
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 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.89
2.618 102.81
1.618 101.54
1.000 100.76
0.618 100.27
HIGH 99.49
0.618 99.00
0.500 98.86
0.382 98.71
LOW 98.22
0.618 97.44
1.000 96.95
1.618 96.17
2.618 94.90
4.250 92.82
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 98.86 98.25
PP 98.70 98.12
S1 98.54 97.99

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

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