NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 100.74 100.03 -0.71 -0.7% 100.10
High 100.91 100.65 -0.26 -0.3% 102.93
Low 99.94 98.55 -1.39 -1.4% 98.79
Close 100.27 99.36 -0.91 -0.9% 101.74
Range 0.97 2.10 1.13 116.5% 4.14
ATR 1.43 1.48 0.05 3.3% 0.00
Volume 15,278 21,199 5,921 38.8% 84,094
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 105.82 104.69 100.52
R3 103.72 102.59 99.94
R2 101.62 101.62 99.75
R1 100.49 100.49 99.55 100.01
PP 99.52 99.52 99.52 99.28
S1 98.39 98.39 99.17 97.91
S2 97.42 97.42 98.98
S3 95.32 96.29 98.78
S4 93.22 94.19 98.21
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 98.55 4.38 4.4% 1.63 1.6% 18% False True 17,784
10 102.93 98.55 4.38 4.4% 1.48 1.5% 18% False True 16,907
20 102.93 98.55 4.38 4.4% 1.42 1.4% 18% False True 17,522
40 102.93 90.40 12.53 12.6% 1.44 1.4% 72% False False 17,039
60 102.93 90.35 12.58 12.7% 1.43 1.4% 72% False False 13,339
80 102.93 85.58 17.35 17.5% 1.46 1.5% 79% False False 11,317
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 0.42
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 109.58
2.618 106.15
1.618 104.05
1.000 102.75
0.618 101.95
HIGH 100.65
0.618 99.85
0.500 99.60
0.382 99.35
LOW 98.55
0.618 97.25
1.000 96.45
1.618 95.15
2.618 93.05
4.250 89.63
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 99.60 100.31
PP 99.52 99.99
S1 99.44 99.68

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

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