NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 15-Aug-2013
Day Change Summary
Previous Current
14-Aug-2013 15-Aug-2013 Change Change % Previous Week
Open 99.38 100.35 0.97 1.0% 99.13
High 100.15 100.80 0.65 0.6% 99.68
Low 99.18 99.90 0.72 0.7% 96.50
Close 100.09 100.63 0.54 0.5% 98.58
Range 0.97 0.90 -0.07 -7.2% 3.18
ATR 1.27 1.24 -0.03 -2.1% 0.00
Volume 13,751 8,893 -4,858 -35.3% 51,276
Daily Pivots for day following 15-Aug-2013
Classic Woodie Camarilla DeMark
R4 103.14 102.79 101.13
R3 102.24 101.89 100.88
R2 101.34 101.34 100.80
R1 100.99 100.99 100.71 101.17
PP 100.44 100.44 100.44 100.53
S1 100.09 100.09 100.55 100.27
S2 99.54 99.54 100.47
S3 98.64 99.19 100.38
S4 97.74 98.29 100.14
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 107.79 106.37 100.33
R3 104.61 103.19 99.45
R2 101.43 101.43 99.16
R1 100.01 100.01 98.87 99.13
PP 98.25 98.25 98.25 97.82
S1 96.83 96.83 98.29 95.95
S2 95.07 95.07 98.00
S3 91.89 93.65 97.71
S4 88.71 90.47 96.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.80 97.07 3.73 3.7% 1.15 1.1% 95% True False 10,848
10 100.80 96.50 4.30 4.3% 1.29 1.3% 96% True False 11,144
20 100.80 96.50 4.30 4.3% 1.27 1.3% 96% True False 11,233
40 100.80 89.48 11.32 11.2% 1.24 1.2% 98% True False 12,674
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 0.34
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 104.63
2.618 103.16
1.618 102.26
1.000 101.70
0.618 101.36
HIGH 100.80
0.618 100.46
0.500 100.35
0.382 100.24
LOW 99.90
0.618 99.34
1.000 99.00
1.618 98.44
2.618 97.54
4.250 96.08
Fisher Pivots for day following 15-Aug-2013
Pivot 1 day 3 day
R1 100.54 100.40
PP 100.44 100.17
S1 100.35 99.94

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

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