NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 106.80 106.12 -0.68 -0.6% 103.99
High 107.85 106.93 -0.92 -0.9% 107.85
Low 105.70 104.95 -0.75 -0.7% 102.10
Close 106.24 105.90 -0.34 -0.3% 106.24
Range 2.15 1.98 -0.17 -7.9% 5.75
ATR 1.94 1.94 0.00 0.2% 0.00
Volume 109,795 79,830 -29,965 -27.3% 420,430
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 111.87 110.86 106.99
R3 109.89 108.88 106.44
R2 107.91 107.91 106.26
R1 106.90 106.90 106.08 106.42
PP 105.93 105.93 105.93 105.68
S1 104.92 104.92 105.72 104.44
S2 103.95 103.95 105.54
S3 101.97 102.94 105.36
S4 99.99 100.96 104.81
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 122.65 120.19 109.40
R3 116.90 114.44 107.82
R2 111.15 111.15 107.29
R1 108.69 108.69 106.77 109.92
PP 105.40 105.40 105.40 106.01
S1 102.94 102.94 105.71 104.17
S2 99.65 99.65 105.19
S3 93.90 97.19 104.66
S4 88.15 91.44 103.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.85 102.10 5.75 5.4% 2.20 2.1% 66% False False 86,857
10 107.85 102.10 5.75 5.4% 1.99 1.9% 66% False False 78,467
20 107.85 101.23 6.62 6.3% 1.88 1.8% 71% False False 69,714
40 107.85 92.24 15.61 14.7% 1.86 1.8% 88% False False 61,064
60 107.85 91.54 16.31 15.4% 1.85 1.7% 88% False False 47,923
80 107.85 86.47 21.38 20.2% 1.88 1.8% 91% False False 39,845
100 107.85 86.47 21.38 20.2% 1.77 1.7% 91% False False 33,528
120 107.85 86.47 21.38 20.2% 1.66 1.6% 91% False False 28,993
Crabel Price Patterns
NR True
NR4 True
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 0.45
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115.35
2.618 112.11
1.618 110.13
1.000 108.91
0.618 108.15
HIGH 106.93
0.618 106.17
0.500 105.94
0.382 105.71
LOW 104.95
0.618 103.73
1.000 102.97
1.618 101.75
2.618 99.77
4.250 96.54
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 105.94 106.05
PP 105.93 106.00
S1 105.91 105.95

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

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