NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 29-Aug-2013
Day Change Summary
Previous Current
28-Aug-2013 29-Aug-2013 Change Change % Previous Week
Open 105.54 105.50 -0.04 0.0% 103.91
High 107.94 106.12 -1.82 -1.7% 103.92
Low 105.38 104.04 -1.34 -1.3% 101.01
Close 106.18 104.95 -1.23 -1.2% 103.11
Range 2.56 2.08 -0.48 -18.8% 2.91
ATR 1.55 1.59 0.04 2.7% 0.00
Volume 32,618 26,227 -6,391 -19.6% 123,057
Daily Pivots for day following 29-Aug-2013
Classic Woodie Camarilla DeMark
R4 111.28 110.19 106.09
R3 109.20 108.11 105.52
R2 107.12 107.12 105.33
R1 106.03 106.03 105.14 105.54
PP 105.04 105.04 105.04 104.79
S1 103.95 103.95 104.76 103.46
S2 102.96 102.96 104.57
S3 100.88 101.87 104.38
S4 98.80 99.79 103.81
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 111.41 110.17 104.71
R3 108.50 107.26 103.91
R2 105.59 105.59 103.64
R1 104.35 104.35 103.38 103.52
PP 102.68 102.68 102.68 102.26
S1 101.44 101.44 102.84 100.61
S2 99.77 99.77 102.58
S3 96.86 98.53 102.31
S4 93.95 95.62 101.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.94 101.42 6.52 6.2% 2.08 2.0% 54% False False 22,198
10 107.94 101.01 6.93 6.6% 1.65 1.6% 57% False False 23,005
20 107.94 98.55 9.39 8.9% 1.55 1.5% 68% False False 21,614
40 107.94 96.23 11.71 11.2% 1.43 1.4% 74% False False 21,015
60 107.94 90.40 17.54 16.7% 1.43 1.4% 83% False False 17,802
80 107.94 90.35 17.59 16.8% 1.43 1.4% 83% False False 14,707
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 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114.96
2.618 111.57
1.618 109.49
1.000 108.20
0.618 107.41
HIGH 106.12
0.618 105.33
0.500 105.08
0.382 104.83
LOW 104.04
0.618 102.75
1.000 101.96
1.618 100.67
2.618 98.59
4.250 95.20
Fisher Pivots for day following 29-Aug-2013
Pivot 1 day 3 day
R1 105.08 105.32
PP 105.04 105.20
S1 104.99 105.07

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

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