NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 08-Aug-2013
Day Change Summary
Previous Current
07-Aug-2013 08-Aug-2013 Change Change % Previous Week
Open 98.60 97.84 -0.76 -0.8% 98.04
High 98.60 98.38 -0.22 -0.2% 100.14
Low 97.71 96.50 -1.21 -1.2% 96.74
Close 98.03 97.23 -0.80 -0.8% 99.25
Range 0.89 1.88 0.99 111.2% 3.40
ATR 1.25 1.30 0.04 3.6% 0.00
Volume 8,438 12,479 4,041 47.9% 50,087
Daily Pivots for day following 08-Aug-2013
Classic Woodie Camarilla DeMark
R4 103.01 102.00 98.26
R3 101.13 100.12 97.75
R2 99.25 99.25 97.57
R1 98.24 98.24 97.40 97.81
PP 97.37 97.37 97.37 97.15
S1 96.36 96.36 97.06 95.93
S2 95.49 95.49 96.89
S3 93.61 94.48 96.71
S4 91.73 92.60 96.20
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 96.50 3.64 3.7% 1.42 1.5% 20% False True 11,440
10 100.14 96.50 3.64 3.7% 1.27 1.3% 20% False True 10,138
20 100.14 96.50 3.64 3.7% 1.24 1.3% 20% False True 11,817
40 100.14 89.48 10.66 11.0% 1.21 1.2% 73% False False 12,189
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 0.35
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 106.37
2.618 103.30
1.618 101.42
1.000 100.26
0.618 99.54
HIGH 98.38
0.618 97.66
0.500 97.44
0.382 97.22
LOW 96.50
0.618 95.34
1.000 94.62
1.618 93.46
2.618 91.58
4.250 88.51
Fisher Pivots for day following 08-Aug-2013
Pivot 1 day 3 day
R1 97.44 98.00
PP 97.37 97.74
S1 97.30 97.49

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

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