NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 100.73 100.05 -0.68 -0.7% 99.29
High 101.03 100.86 -0.17 -0.2% 102.51
Low 100.00 100.05 0.05 0.1% 99.01
Close 100.13 100.71 0.58 0.6% 102.35
Range 1.03 0.81 -0.22 -21.4% 3.50
ATR 1.19 1.16 -0.03 -2.3% 0.00
Volume 12,278 14,791 2,513 20.5% 43,549
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 102.97 102.65 101.16
R3 102.16 101.84 100.93
R2 101.35 101.35 100.86
R1 101.03 101.03 100.78 101.19
PP 100.54 100.54 100.54 100.62
S1 100.22 100.22 100.64 100.38
S2 99.73 99.73 100.56
S3 98.92 99.41 100.49
S4 98.11 98.60 100.26
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
5 102.56 100.00 2.56 2.5% 1.00 1.0% 28% False False 9,660
10 102.56 98.25 4.31 4.3% 1.07 1.1% 57% False False 9,479
20 102.56 97.46 5.10 5.1% 1.15 1.1% 64% False False 8,884
40 102.56 92.15 10.41 10.3% 1.11 1.1% 82% False False 9,315
60 102.56 90.05 12.51 12.4% 1.16 1.2% 85% False False 7,411
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.30
2.618 102.98
1.618 102.17
1.000 101.67
0.618 101.36
HIGH 100.86
0.618 100.55
0.500 100.46
0.382 100.36
LOW 100.05
0.618 99.55
1.000 99.24
1.618 98.74
2.618 97.93
4.250 96.61
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 100.63 101.06
PP 100.54 100.94
S1 100.46 100.83

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

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