NYMEX Light Sweet Crude Oil Future January 2014


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 102.18 101.45 -0.73 -0.7% 100.10
High 102.93 102.24 -0.69 -0.7% 102.93
Low 101.24 100.59 -0.65 -0.6% 98.79
Close 101.74 101.70 -0.04 0.0% 101.74
Range 1.69 1.65 -0.04 -2.4% 4.14
ATR 1.43 1.45 0.02 1.1% 0.00
Volume 23,838 17,429 -6,409 -26.9% 84,094
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 106.46 105.73 102.61
R3 104.81 104.08 102.15
R2 103.16 103.16 102.00
R1 102.43 102.43 101.85 102.80
PP 101.51 101.51 101.51 101.69
S1 100.78 100.78 101.55 101.15
S2 99.86 99.86 101.40
S3 98.21 99.13 101.25
S4 96.56 97.48 100.79
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 113.57 111.80 104.02
R3 109.43 107.66 102.88
R2 105.29 105.29 102.50
R1 103.52 103.52 102.12 104.41
PP 101.15 101.15 101.15 101.60
S1 99.38 99.38 101.36 100.27
S2 97.01 97.01 100.98
S3 92.87 95.24 100.60
S4 88.73 91.10 99.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.93 98.79 4.14 4.1% 1.60 1.6% 70% False False 17,939
10 102.93 98.79 4.14 4.1% 1.46 1.4% 70% False False 16,846
20 102.93 97.47 5.46 5.4% 1.33 1.3% 77% False False 19,843
40 102.93 90.40 12.53 12.3% 1.38 1.4% 90% False False 16,565
60 102.93 90.35 12.58 12.4% 1.42 1.4% 90% False False 12,888
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 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109.25
2.618 106.56
1.618 104.91
1.000 103.89
0.618 103.26
HIGH 102.24
0.618 101.61
0.500 101.42
0.382 101.22
LOW 100.59
0.618 99.57
1.000 98.94
1.618 97.92
2.618 96.27
4.250 93.58
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 101.61 101.65
PP 101.51 101.61
S1 101.42 101.56

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

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