NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 99.63 99.20 -0.43 -0.4% 98.26
High 100.00 99.86 -0.14 -0.1% 101.25
Low 98.98 99.08 0.10 0.1% 97.91
Close 99.14 99.62 0.48 0.5% 101.12
Range 1.02 0.78 -0.24 -23.5% 3.34
ATR 1.18 1.15 -0.03 -2.4% 0.00
Volume 21,515 18,455 -3,060 -14.2% 55,129
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 101.86 101.52 100.05
R3 101.08 100.74 99.83
R2 100.30 100.30 99.76
R1 99.96 99.96 99.69 100.13
PP 99.52 99.52 99.52 99.61
S1 99.18 99.18 99.55 99.35
S2 98.74 98.74 99.48
S3 97.96 98.40 99.41
S4 97.18 97.62 99.19
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 110.11 108.96 102.96
R3 106.77 105.62 102.04
R2 103.43 103.43 101.73
R1 102.28 102.28 101.43 102.86
PP 100.09 100.09 100.09 100.38
S1 98.94 98.94 100.81 99.52
S2 96.75 96.75 100.51
S3 93.41 95.60 100.20
S4 90.07 92.26 99.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.28 98.98 2.30 2.3% 0.93 0.9% 28% False False 14,947
10 101.28 97.07 4.21 4.2% 1.04 1.0% 61% False False 12,898
20 101.28 96.50 4.78 4.8% 1.16 1.2% 65% False False 11,518
40 101.28 91.74 9.54 9.6% 1.11 1.1% 83% False False 13,113
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.18
2.618 101.90
1.618 101.12
1.000 100.64
0.618 100.34
HIGH 99.86
0.618 99.56
0.500 99.47
0.382 99.38
LOW 99.08
0.618 98.60
1.000 98.30
1.618 97.82
2.618 97.04
4.250 95.77
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 99.57 99.96
PP 99.52 99.84
S1 99.47 99.73

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

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