NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 104.34 103.64 -0.70 -0.7% 103.32
High 105.10 104.99 -0.11 -0.1% 107.94
Low 103.22 101.00 -2.22 -2.2% 102.57
Close 104.17 104.83 0.66 0.6% 104.17
Range 1.88 3.99 2.11 112.2% 5.37
ATR 1.61 1.78 0.17 10.5% 0.00
Volume 18,255 18,255 0 0.0% 105,913
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 115.58 114.19 107.02
R3 111.59 110.20 105.93
R2 107.60 107.60 105.56
R1 106.21 106.21 105.20 106.91
PP 103.61 103.61 103.61 103.95
S1 102.22 102.22 104.46 102.92
S2 99.62 99.62 104.10
S3 95.63 98.23 103.73
S4 91.64 94.24 102.64
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 121.00 117.96 107.12
R3 115.63 112.59 105.65
R2 110.26 110.26 105.15
R1 107.22 107.22 104.66 108.74
PP 104.89 104.89 104.89 105.66
S1 101.85 101.85 103.68 103.37
S2 99.52 99.52 103.19
S3 94.15 96.48 102.69
S4 88.78 91.11 101.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.94 101.00 6.94 6.6% 2.68 2.6% 55% False True 21,264
10 107.94 101.00 6.94 6.6% 2.04 1.9% 55% False True 22,693
20 107.94 98.55 9.39 9.0% 1.68 1.6% 67% False False 21,376
40 107.94 97.47 10.47 10.0% 1.51 1.4% 70% False False 20,609
60 107.94 90.40 17.54 16.7% 1.48 1.4% 82% False False 18,169
80 107.94 90.35 17.59 16.8% 1.49 1.4% 82% False False 15,010
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 0.49
Widest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 121.95
2.618 115.44
1.618 111.45
1.000 108.98
0.618 107.46
HIGH 104.99
0.618 103.47
0.500 103.00
0.382 102.52
LOW 101.00
0.618 98.53
1.000 97.01
1.618 94.54
2.618 90.55
4.250 84.04
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 104.22 104.41
PP 103.61 103.98
S1 103.00 103.56

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

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