NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 26-Aug-2013
Day Change Summary
Previous Current
23-Aug-2013 26-Aug-2013 Change Change % Previous Week
Open 105.22 106.91 1.69 1.6% 107.57
High 106.94 107.37 0.43 0.4% 107.60
Low 104.30 105.56 1.26 1.2% 103.53
Close 106.42 105.92 -0.50 -0.5% 106.42
Range 2.64 1.81 -0.83 -31.4% 4.07
ATR 1.88 1.88 -0.01 -0.3% 0.00
Volume 259,545 165,995 -93,550 -36.0% 1,305,749
Daily Pivots for day following 26-Aug-2013
Classic Woodie Camarilla DeMark
R4 111.71 110.63 106.92
R3 109.90 108.82 106.42
R2 108.09 108.09 106.25
R1 107.01 107.01 106.09 106.65
PP 106.28 106.28 106.28 106.10
S1 105.20 105.20 105.75 104.84
S2 104.47 104.47 105.59
S3 102.66 103.39 105.42
S4 100.85 101.58 104.92
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 118.06 116.31 108.66
R3 113.99 112.24 107.54
R2 109.92 109.92 107.17
R1 108.17 108.17 106.79 107.01
PP 105.85 105.85 105.85 105.27
S1 104.10 104.10 106.05 102.94
S2 101.78 101.78 105.67
S3 97.71 100.03 105.30
S4 93.64 95.96 104.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.37 103.53 3.84 3.6% 2.06 1.9% 62% True False 250,108
10 107.95 103.53 4.42 4.2% 1.73 1.6% 54% False False 210,719
20 107.95 101.82 6.13 5.8% 1.92 1.8% 67% False False 153,669
40 107.95 95.36 12.59 11.9% 1.88 1.8% 84% False False 111,965
60 107.95 91.54 16.41 15.5% 1.85 1.7% 88% False False 87,256
80 107.95 91.54 16.41 15.5% 1.82 1.7% 88% False False 70,191
100 107.95 86.47 21.48 20.3% 1.84 1.7% 91% False False 58,748
120 107.95 86.47 21.48 20.3% 1.75 1.6% 91% False False 50,238
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.06
2.618 112.11
1.618 110.30
1.000 109.18
0.618 108.49
HIGH 107.37
0.618 106.68
0.500 106.47
0.382 106.25
LOW 105.56
0.618 104.44
1.000 103.75
1.618 102.63
2.618 100.82
4.250 97.87
Fisher Pivots for day following 26-Aug-2013
Pivot 1 day 3 day
R1 106.47 105.76
PP 106.28 105.61
S1 106.10 105.45

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

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