NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 102.30 101.77 -0.53 -0.5% 102.24
High 102.31 104.03 1.72 1.7% 102.56
Low 101.30 101.54 0.24 0.2% 100.00
Close 101.45 103.88 2.43 2.4% 101.72
Range 1.01 2.49 1.48 146.5% 2.56
ATR 1.18 1.28 0.10 8.5% 0.00
Volume 8,714 5,816 -2,898 -33.3% 54,800
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 110.62 109.74 105.25
R3 108.13 107.25 104.56
R2 105.64 105.64 104.34
R1 104.76 104.76 104.11 105.20
PP 103.15 103.15 103.15 103.37
S1 102.27 102.27 103.65 102.71
S2 100.66 100.66 103.42
S3 98.17 99.78 103.20
S4 95.68 97.29 102.51
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
5 104.03 100.00 4.03 3.9% 1.39 1.3% 96% True False 11,212
10 104.03 100.00 4.03 3.9% 1.19 1.1% 96% True False 9,433
20 104.03 97.46 6.57 6.3% 1.30 1.3% 98% True False 9,252
40 104.03 93.89 10.14 9.8% 1.16 1.1% 99% True False 9,779
60 104.03 90.05 13.98 13.5% 1.19 1.1% 99% True False 7,787
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 0.26
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 114.61
2.618 110.55
1.618 108.06
1.000 106.52
0.618 105.57
HIGH 104.03
0.618 103.08
0.500 102.79
0.382 102.49
LOW 101.54
0.618 100.00
1.000 99.05
1.618 97.51
2.618 95.02
4.250 90.96
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 103.52 103.31
PP 103.15 102.74
S1 102.79 102.17

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

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