NYMEX Light Sweet Crude Oil Future March 2014

Trading Metrics calculated at close of trading on 29-Aug-2013

Day Change Summary
	Previous	Current
	28-Aug-2013	29-Aug-2013	Change	Change %	Previous Week
Open	102.56	102.70	0.14	0.1%	101.21
High	104.37	103.01	-1.36	-1.3%	101.28
Low	102.38	101.50	-0.88	-0.9%	98.98
Close	103.15	101.90	-1.25	-1.2%	100.49
Range	1.99	1.51	-0.48	-24.1%	2.30
ATR	1.29	1.32	0.03	2.0%	0.00
Volume	21,074	17,925	-3,149	-14.9%	76,630

Daily Pivots for day following 29-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	106.67	105.79	102.73
R3	105.16	104.28	102.32
R2	103.65	103.65	102.18
R1	102.77	102.77	102.04	102.46
PP	102.14	102.14	102.14	101.98
S1	101.26	101.26	101.76	100.95
S2	100.63	100.63	101.62
S3	99.12	99.75	101.48
S4	97.61	98.24	101.07

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	104.37	99.16	5.21	5.1%	1.61	1.6%	53%	False	False	14,176
10	104.37	98.98	5.39	5.3%	1.27	1.2%	54%	False	False	14,561
20	104.37	96.50	7.87	7.7%	1.28	1.3%	69%	False	False	12,853
40	104.37	94.29	10.08	9.9%	1.20	1.2%	75%	False	False	13,593

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.22
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	109.43
2.618	106.96
1.618	105.45
1.000	104.52
0.618	103.94
HIGH	103.01
0.618	102.43
0.500	102.26
0.382	102.08
LOW	101.50
0.618	100.57
1.000	99.99
1.618	99.06
2.618	97.55
4.250	95.08

Fisher Pivots for day following 29-Aug-2013
Pivot	1 day	3 day
R1	102.26	102.39
PP	102.14	102.22
S1	102.02	102.06

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols