NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 101.65 102.24 0.59 0.6% 99.29
High 102.51 102.56 0.05 0.0% 102.51
Low 101.41 101.76 0.35 0.3% 99.01
Close 102.35 101.98 -0.37 -0.4% 102.35
Range 1.10 0.80 -0.30 -27.3% 3.50
ATR 1.22 1.19 -0.03 -2.5% 0.00
Volume 7,966 6,937 -1,029 -12.9% 43,549
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 104.50 104.04 102.42
R3 103.70 103.24 102.20
R2 102.90 102.90 102.13
R1 102.44 102.44 102.05 102.27
PP 102.10 102.10 102.10 102.02
S1 101.64 101.64 101.91 101.47
S2 101.30 101.30 101.83
S3 100.50 100.84 101.76
S4 99.70 100.04 101.54
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 111.79 110.57 104.28
R3 108.29 107.07 103.31
R2 104.79 104.79 102.99
R1 103.57 103.57 102.67 104.18
PP 101.29 101.29 101.29 101.60
S1 100.07 100.07 102.03 100.68
S2 97.79 97.79 101.71
S3 94.29 96.57 101.39
S4 90.79 93.07 100.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.56 100.18 2.38 2.3% 0.92 0.9% 76% True False 8,074
10 102.56 97.46 5.10 5.0% 1.22 1.2% 89% True False 8,277
20 102.56 97.46 5.10 5.0% 1.20 1.2% 89% True False 8,383
40 102.56 90.05 12.51 12.3% 1.13 1.1% 95% True False 8,993
60 102.56 90.05 12.51 12.3% 1.20 1.2% 95% True False 6,956
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.27
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 105.96
2.618 104.65
1.618 103.85
1.000 103.36
0.618 103.05
HIGH 102.56
0.618 102.25
0.500 102.16
0.382 102.07
LOW 101.76
0.618 101.27
1.000 100.96
1.618 100.47
2.618 99.67
4.250 98.36
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 102.16 101.93
PP 102.10 101.87
S1 102.04 101.82

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

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