NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 102.30 102.48 0.18 0.2% 102.30
High 103.48 103.41 -0.07 -0.1% 106.22
Low 101.69 100.50 -1.19 -1.2% 101.30
Close 102.71 103.32 0.61 0.6% 102.71
Range 1.79 2.91 1.12 62.6% 4.92
ATR 1.44 1.55 0.10 7.3% 0.00
Volume 9,276 9,276 0 0.0% 51,589
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 111.14 110.14 104.92
R3 108.23 107.23 104.12
R2 105.32 105.32 103.85
R1 104.32 104.32 103.59 104.82
PP 102.41 102.41 102.41 102.66
S1 101.41 101.41 103.05 101.91
S2 99.50 99.50 102.79
S3 96.59 98.50 102.52
S4 93.68 95.59 101.72
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 118.17 115.36 105.42
R3 113.25 110.44 104.06
R2 108.33 108.33 103.61
R1 105.52 105.52 103.16 106.93
PP 103.41 103.41 103.41 104.11
S1 100.60 100.60 102.26 102.01
S2 98.49 98.49 101.81
S3 93.57 95.68 101.36
S4 88.65 90.76 100.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.22 100.50 5.72 5.5% 2.33 2.3% 49% False True 10,430
10 106.22 100.00 6.22 6.0% 1.74 1.7% 53% False False 10,872
20 106.22 97.46 8.76 8.5% 1.48 1.4% 67% False False 9,575
40 106.22 96.47 9.75 9.4% 1.29 1.2% 70% False False 9,925
60 106.22 90.05 16.17 15.7% 1.26 1.2% 82% False False 8,348
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 0.37
Widest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 115.78
2.618 111.03
1.618 108.12
1.000 106.32
0.618 105.21
HIGH 103.41
0.618 102.30
0.500 101.96
0.382 101.61
LOW 100.50
0.618 98.70
1.000 97.59
1.618 95.79
2.618 92.88
4.250 88.13
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 102.87 103.05
PP 102.41 102.79
S1 101.96 102.52

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

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