NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 106.91 106.14 -0.77 -0.7% 107.57
High 107.37 109.32 1.95 1.8% 107.60
Low 105.56 105.88 0.32 0.3% 103.53
Close 105.92 109.01 3.09 2.9% 106.42
Range 1.81 3.44 1.63 90.1% 4.07
ATR 1.88 1.99 0.11 5.9% 0.00
Volume 165,995 295,934 129,939 78.3% 1,305,749
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 118.39 117.14 110.90
R3 114.95 113.70 109.96
R2 111.51 111.51 109.64
R1 110.26 110.26 109.33 110.89
PP 108.07 108.07 108.07 108.38
S1 106.82 106.82 108.69 107.45
S2 104.63 104.63 108.38
S3 101.19 103.38 108.06
S4 97.75 99.94 107.12
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
5 109.32 103.53 5.79 5.3% 2.28 2.1% 95% True False 237,081
10 109.32 103.53 5.79 5.3% 1.93 1.8% 95% True False 226,691
20 109.32 101.82 7.50 6.9% 2.01 1.8% 96% True False 164,826
40 109.32 96.81 12.51 11.5% 1.92 1.8% 98% True False 118,163
60 109.32 92.24 17.08 15.7% 1.87 1.7% 98% True False 91,724
80 109.32 91.54 17.78 16.3% 1.84 1.7% 98% True False 73,651
100 109.32 86.47 22.85 21.0% 1.86 1.7% 99% True False 61,598
120 109.32 86.47 22.85 21.0% 1.77 1.6% 99% True False 52,665
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 159 trading days
Fibonacci Retracements and Extensions
4.250 123.94
2.618 118.33
1.618 114.89
1.000 112.76
0.618 111.45
HIGH 109.32
0.618 108.01
0.500 107.60
0.382 107.19
LOW 105.88
0.618 103.75
1.000 102.44
1.618 100.31
2.618 96.87
4.250 91.26
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 108.54 108.28
PP 108.07 107.54
S1 107.60 106.81

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

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