NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 07-Aug-2013
Day Change Summary
Previous Current
06-Aug-2013 07-Aug-2013 Change Change % Previous Week
Open 98.98 98.60 -0.38 -0.4% 98.04
High 99.50 98.60 -0.90 -0.9% 100.14
Low 98.03 97.71 -0.32 -0.3% 96.74
Close 98.44 98.03 -0.41 -0.4% 99.25
Range 1.47 0.89 -0.58 -39.5% 3.40
ATR 1.28 1.25 -0.03 -2.2% 0.00
Volume 7,371 8,438 1,067 14.5% 50,087
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 100.78 100.30 98.52
R3 99.89 99.41 98.27
R2 99.00 99.00 98.19
R1 98.52 98.52 98.11 98.32
PP 98.11 98.11 98.11 98.01
S1 97.63 97.63 97.95 97.43
S2 97.22 97.22 97.87
S3 96.33 96.74 97.79
S4 95.44 95.85 97.54
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 108.91 107.48 101.12
R3 105.51 104.08 100.19
R2 102.11 102.11 99.87
R1 100.68 100.68 99.56 101.40
PP 98.71 98.71 98.71 99.07
S1 97.28 97.28 98.94 98.00
S2 95.31 95.31 98.63
S3 91.91 93.88 98.32
S4 88.51 90.48 97.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.14 97.71 2.43 2.5% 1.37 1.4% 13% False True 11,216
10 100.14 96.74 3.40 3.5% 1.22 1.2% 38% False False 10,051
20 100.14 96.03 4.11 4.2% 1.19 1.2% 49% False False 12,793
40 100.14 89.48 10.66 10.9% 1.18 1.2% 80% False False 12,104
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0.35
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 102.38
2.618 100.93
1.618 100.04
1.000 99.49
0.618 99.15
HIGH 98.60
0.618 98.26
0.500 98.16
0.382 98.05
LOW 97.71
0.618 97.16
1.000 96.82
1.618 96.27
2.618 95.38
4.250 93.93
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 98.16 98.70
PP 98.11 98.47
S1 98.07 98.25

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

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