NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 99.35 100.98 1.63 1.6% 101.45
High 101.10 101.76 0.66 0.7% 102.24
Low 99.26 100.24 0.98 1.0% 98.55
Close 101.03 101.68 0.65 0.6% 101.03
Range 1.84 1.52 -0.32 -17.4% 3.69
ATR 1.51 1.51 0.00 0.1% 0.00
Volume 29,548 23,277 -6,271 -21.2% 94,631
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 105.79 105.25 102.52
R3 104.27 103.73 102.10
R2 102.75 102.75 101.96
R1 102.21 102.21 101.82 102.48
PP 101.23 101.23 101.23 101.36
S1 100.69 100.69 101.54 100.96
S2 99.71 99.71 101.40
S3 98.19 99.17 101.26
S4 96.67 97.65 100.84
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 111.68 110.04 103.06
R3 107.99 106.35 102.04
R2 104.30 104.30 101.71
R1 102.66 102.66 101.37 101.64
PP 100.61 100.61 100.61 100.09
S1 98.97 98.97 100.69 97.95
S2 96.92 96.92 100.35
S3 93.23 95.28 100.02
S4 89.54 91.59 99.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.06 98.55 3.51 3.5% 1.63 1.6% 89% False False 20,095
10 102.93 98.55 4.38 4.3% 1.62 1.6% 71% False False 19,017
20 102.93 98.55 4.38 4.3% 1.46 1.4% 71% False False 17,176
40 102.93 90.40 12.53 12.3% 1.45 1.4% 90% False False 18,026
60 102.93 90.35 12.58 12.4% 1.43 1.4% 90% False False 14,088
80 102.93 87.01 15.92 15.7% 1.45 1.4% 92% False False 11,908
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 3 trading days
Fibonacci Retracements and Extensions
4.250 108.22
2.618 105.74
1.618 104.22
1.000 103.28
0.618 102.70
HIGH 101.76
0.618 101.18
0.500 101.00
0.382 100.82
LOW 100.24
0.618 99.30
1.000 98.72
1.618 97.78
2.618 96.26
4.250 93.78
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 101.45 101.17
PP 101.23 100.66
S1 101.00 100.16

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

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