NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 95.86 97.11 1.25 1.3% 96.53
High 97.54 97.11 -0.43 -0.4% 99.49
Low 95.86 96.56 0.70 0.7% 96.49
Close 97.50 96.95 -0.55 -0.6% 96.95
Range 1.68 0.55 -1.13 -67.3% 3.00
ATR 0.87 0.88 0.00 0.6% 0.00
Volume 2,897 3,269 372 12.8% 12,088
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 98.52 98.29 97.25
R3 97.97 97.74 97.10
R2 97.42 97.42 97.05
R1 97.19 97.19 97.00 97.03
PP 96.87 96.87 96.87 96.80
S1 96.64 96.64 96.90 96.48
S2 96.32 96.32 96.85
S3 95.77 96.09 96.80
S4 95.22 95.54 96.65
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 106.64 104.80 98.60
R3 103.64 101.80 97.78
R2 100.64 100.64 97.50
R1 98.80 98.80 97.23 99.72
PP 97.64 97.64 97.64 98.11
S1 95.80 95.80 96.68 96.72
S2 94.64 94.64 96.40
S3 91.64 92.80 96.13
S4 88.64 89.80 95.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.49 95.86 3.63 3.7% 0.95 1.0% 30% False False 3,185
10 99.49 95.55 3.94 4.1% 0.84 0.9% 36% False False 2,373
20 99.49 93.93 5.56 5.7% 0.70 0.7% 54% False False 2,068
40 99.49 93.67 5.82 6.0% 0.64 0.7% 56% False False 2,448
60 99.49 88.01 11.48 11.8% 0.53 0.6% 78% False False 2,496
80 99.49 88.01 11.48 11.8% 0.52 0.5% 78% False False 2,554
100 99.49 84.98 14.51 15.0% 0.43 0.4% 82% False False 2,207
120 99.49 84.98 14.51 15.0% 0.36 0.4% 82% False False 1,900
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 99.45
2.618 98.55
1.618 98.00
1.000 97.66
0.618 97.45
HIGH 97.11
0.618 96.90
0.500 96.84
0.382 96.77
LOW 96.56
0.618 96.22
1.000 96.01
1.618 95.67
2.618 95.12
4.250 94.22
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 96.91 96.87
PP 96.87 96.78
S1 96.84 96.70

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

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