NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 100.77 99.56 -1.21 -1.2% 98.72
High 101.48 100.39 -1.09 -1.1% 101.48
Low 99.99 99.31 -0.68 -0.7% 97.76
Close 100.37 100.39 0.02 0.0% 100.37
Range 1.49 1.08 -0.41 -27.5% 3.72
ATR 1.23 1.22 -0.01 -0.9% 0.00
Volume 10,573 7,500 -3,073 -29.1% 42,883
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 103.27 102.91 100.98
R3 102.19 101.83 100.69
R2 101.11 101.11 100.59
R1 100.75 100.75 100.49 100.93
PP 100.03 100.03 100.03 100.12
S1 99.67 99.67 100.29 99.85
S2 98.95 98.95 100.19
S3 97.87 98.59 100.09
S4 96.79 97.51 99.80
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 111.03 109.42 102.42
R3 107.31 105.70 101.39
R2 103.59 103.59 101.05
R1 101.98 101.98 100.71 102.79
PP 99.87 99.87 99.87 100.27
S1 98.26 98.26 100.03 99.07
S2 96.15 96.15 99.69
S3 92.43 94.54 99.35
S4 88.71 90.82 98.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.48 97.76 3.72 3.7% 1.26 1.3% 71% False False 8,968
10 101.48 97.76 3.72 3.7% 1.18 1.2% 71% False False 8,488
20 101.48 96.47 5.01 5.0% 1.10 1.1% 78% False False 10,275
40 101.48 90.05 11.43 11.4% 1.15 1.1% 90% False False 7,734
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.98
2.618 103.22
1.618 102.14
1.000 101.47
0.618 101.06
HIGH 100.39
0.618 99.98
0.500 99.85
0.382 99.72
LOW 99.31
0.618 98.64
1.000 98.23
1.618 97.56
2.618 96.48
4.250 94.72
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 100.21 100.35
PP 100.03 100.30
S1 99.85 100.26

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

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