NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 99.20 99.71 0.51 0.5% 101.21
High 99.86 100.59 0.73 0.7% 101.28
Low 99.08 99.16 0.08 0.1% 98.98
Close 99.62 100.49 0.87 0.9% 100.49
Range 0.78 1.43 0.65 83.3% 2.30
ATR 1.15 1.17 0.02 1.7% 0.00
Volume 18,455 14,462 -3,993 -21.6% 76,630
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 104.37 103.86 101.28
R3 102.94 102.43 100.88
R2 101.51 101.51 100.75
R1 101.00 101.00 100.62 101.26
PP 100.08 100.08 100.08 100.21
S1 99.57 99.57 100.36 99.83
S2 98.65 98.65 100.23
S3 97.22 98.14 100.10
S4 95.79 96.71 99.70
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 107.15 106.12 101.76
R3 104.85 103.82 101.12
R2 102.55 102.55 100.91
R1 101.52 101.52 100.70 100.89
PP 100.25 100.25 100.25 99.93
S1 99.22 99.22 100.28 98.59
S2 97.95 97.95 100.07
S3 95.65 96.92 99.86
S4 93.35 94.62 99.23
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% 1.02 1.0% 66% False False 15,326
10 101.28 97.91 3.37 3.4% 1.03 1.0% 77% False False 13,175
20 101.28 96.50 4.78 4.8% 1.19 1.2% 83% False False 11,656
40 101.28 92.16 9.12 9.1% 1.12 1.1% 91% False False 13,292
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 0.28
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 106.67
2.618 104.33
1.618 102.90
1.000 102.02
0.618 101.47
HIGH 100.59
0.618 100.04
0.500 99.88
0.382 99.71
LOW 99.16
0.618 98.28
1.000 97.73
1.618 96.85
2.618 95.42
4.250 93.08
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 100.29 100.26
PP 100.08 100.02
S1 99.88 99.79

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

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