NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 97.99 99.46 1.47 1.5% 100.00
High 99.20 100.72 1.52 1.5% 100.18
Low 97.76 99.04 1.28 1.3% 98.04
Close 99.14 100.71 1.57 1.6% 98.87
Range 1.44 1.68 0.24 16.7% 2.14
ATR 1.17 1.21 0.04 3.1% 0.00
Volume 11,794 10,006 -1,788 -15.2% 43,814
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 105.20 104.63 101.63
R3 103.52 102.95 101.17
R2 101.84 101.84 101.02
R1 101.27 101.27 100.86 101.56
PP 100.16 100.16 100.16 100.30
S1 99.59 99.59 100.56 99.88
S2 98.48 98.48 100.40
S3 96.80 97.91 100.25
S4 95.12 96.23 99.79
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 105.45 104.30 100.05
R3 103.31 102.16 99.46
R2 101.17 101.17 99.26
R1 100.02 100.02 99.07 99.53
PP 99.03 99.03 99.03 98.78
S1 97.88 97.88 98.67 97.39
S2 96.89 96.89 98.48
S3 94.75 95.74 98.28
S4 92.61 93.60 97.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.72 97.76 2.96 2.9% 1.04 1.0% 100% True False 8,689
10 100.72 97.76 2.96 2.9% 1.20 1.2% 100% True False 8,696
20 100.72 95.29 5.43 5.4% 1.09 1.1% 100% True False 10,472
40 100.72 90.05 10.67 10.6% 1.16 1.1% 100% True False 7,454
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 0.25
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 107.86
2.618 105.12
1.618 103.44
1.000 102.40
0.618 101.76
HIGH 100.72
0.618 100.08
0.500 99.88
0.382 99.68
LOW 99.04
0.618 98.00
1.000 97.36
1.618 96.32
2.618 94.64
4.250 91.90
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 100.43 100.22
PP 100.16 99.73
S1 99.88 99.24

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

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