NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 09-Aug-2013
Day Change Summary
Previous Current
08-Aug-2013 09-Aug-2013 Change Change % Previous Week
Open 103.68 103.16 -0.52 -0.5% 106.12
High 104.47 105.35 0.88 0.8% 106.93
Low 101.82 103.04 1.22 1.2% 101.82
Close 102.87 105.16 2.29 2.2% 105.16
Range 2.65 2.31 -0.34 -12.8% 5.11
ATR 1.98 2.02 0.04 1.8% 0.00
Volume 125,847 145,106 19,259 15.3% 510,199
Daily Pivots for day following 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 111.45 110.61 106.43
R3 109.14 108.30 105.80
R2 106.83 106.83 105.58
R1 105.99 105.99 105.37 106.41
PP 104.52 104.52 104.52 104.73
S1 103.68 103.68 104.95 104.10
S2 102.21 102.21 104.74
S3 99.90 101.37 104.52
S4 97.59 99.06 103.89
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 119.97 117.67 107.97
R3 114.86 112.56 106.57
R2 109.75 109.75 106.10
R1 107.45 107.45 105.63 106.05
PP 104.64 104.64 104.64 103.93
S1 102.34 102.34 104.69 100.94
S2 99.53 99.53 104.22
S3 94.42 97.23 103.75
S4 89.31 92.12 102.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.93 101.82 5.11 4.9% 2.14 2.0% 65% False False 102,039
10 107.85 101.82 6.03 5.7% 2.11 2.0% 55% False False 93,062
20 107.85 101.82 6.03 5.7% 1.94 1.8% 55% False False 76,063
40 107.85 92.24 15.61 14.8% 1.93 1.8% 83% False False 69,019
60 107.85 91.54 16.31 15.5% 1.87 1.8% 84% False False 53,793
80 107.85 86.64 21.21 20.2% 1.85 1.8% 87% False False 44,423
100 107.85 86.47 21.38 20.3% 1.81 1.7% 87% False False 37,575
120 107.85 86.47 21.38 20.3% 1.70 1.6% 87% False False 32,341
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.17
2.618 111.40
1.618 109.09
1.000 107.66
0.618 106.78
HIGH 105.35
0.618 104.47
0.500 104.20
0.382 103.92
LOW 103.04
0.618 101.61
1.000 100.73
1.618 99.30
2.618 96.99
4.250 93.22
Fisher Pivots for day following 09-Aug-2013
Pivot 1 day 3 day
R1 104.84 104.64
PP 104.52 104.11
S1 104.20 103.59

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

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