NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 26-Aug-2013
Day Change Summary
Previous Current
23-Aug-2013 26-Aug-2013 Change Change % Previous Week
Open 100.67 102.30 1.63 1.6% 102.24
High 101.90 102.31 0.41 0.4% 102.56
Low 100.30 101.30 1.00 1.0% 100.00
Close 101.72 101.45 -0.27 -0.3% 101.72
Range 1.60 1.01 -0.59 -36.9% 2.56
ATR 1.19 1.18 -0.01 -1.1% 0.00
Volume 14,465 8,714 -5,751 -39.8% 54,800
Daily Pivots for day following 26-Aug-2013
Classic Woodie Camarilla DeMark
R4 104.72 104.09 102.01
R3 103.71 103.08 101.73
R2 102.70 102.70 101.64
R1 102.07 102.07 101.54 101.88
PP 101.69 101.69 101.69 101.59
S1 101.06 101.06 101.36 100.87
S2 100.68 100.68 101.26
S3 99.67 100.05 101.17
S4 98.66 99.04 100.89
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
5 102.31 100.00 2.31 2.3% 1.14 1.1% 63% True False 11,315
10 102.56 100.00 2.56 2.5% 1.03 1.0% 57% False False 9,694
20 102.56 97.46 5.10 5.0% 1.21 1.2% 78% False False 9,209
40 102.56 93.50 9.06 8.9% 1.11 1.1% 88% False False 9,720
60 102.56 90.05 12.51 12.3% 1.16 1.1% 91% False False 7,730
Crabel Price Patterns
NR True
NR4 False
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 False
Bull Hook True
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.60
2.618 104.95
1.618 103.94
1.000 103.32
0.618 102.93
HIGH 102.31
0.618 101.92
0.500 101.81
0.382 101.69
LOW 101.30
0.618 100.68
1.000 100.29
1.618 99.67
2.618 98.66
4.250 97.01
Fisher Pivots for day following 26-Aug-2013
Pivot 1 day 3 day
R1 101.81 101.36
PP 101.69 101.27
S1 101.57 101.18

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

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