NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 100.05 100.67 0.62 0.6% 102.24
High 100.86 101.90 1.04 1.0% 102.56
Low 100.05 100.30 0.25 0.2% 100.00
Close 100.71 101.72 1.01 1.0% 101.72
Range 0.81 1.60 0.79 97.5% 2.56
ATR 1.16 1.19 0.03 2.7% 0.00
Volume 14,791 14,465 -326 -2.2% 54,800
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 106.11 105.51 102.60
R3 104.51 103.91 102.16
R2 102.91 102.91 102.01
R1 102.31 102.31 101.87 102.61
PP 101.31 101.31 101.31 101.46
S1 100.71 100.71 101.57 101.01
S2 99.71 99.71 101.43
S3 98.11 99.11 101.28
S4 96.51 97.51 100.84
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 109.11 107.97 103.13
R3 106.55 105.41 102.42
R2 103.99 103.99 102.19
R1 102.85 102.85 101.95 102.14
PP 101.43 101.43 101.43 101.07
S1 100.29 100.29 101.49 99.58
S2 98.87 98.87 101.25
S3 96.31 97.73 101.02
S4 93.75 95.17 100.31
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% 1.10 1.1% 67% False False 10,960
10 102.56 99.01 3.55 3.5% 1.08 1.1% 76% False False 9,834
20 102.56 97.46 5.10 5.0% 1.20 1.2% 84% False False 9,051
40 102.56 92.82 9.74 9.6% 1.12 1.1% 91% False False 9,578
60 102.56 90.05 12.51 12.3% 1.16 1.1% 93% False False 7,633
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 0.30
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 108.70
2.618 106.09
1.618 104.49
1.000 103.50
0.618 102.89
HIGH 101.90
0.618 101.29
0.500 101.10
0.382 100.91
LOW 100.30
0.618 99.31
1.000 98.70
1.618 97.71
2.618 96.11
4.250 93.50
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 101.51 101.46
PP 101.31 101.21
S1 101.10 100.95

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

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