NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 101.72 101.29 -0.43 -0.4% 100.95
High 101.74 102.14 0.40 0.4% 104.37
Low 100.66 101.21 0.55 0.5% 100.09
Close 101.13 101.88 0.75 0.7% 101.34
Range 1.08 0.93 -0.15 -13.9% 4.28
ATR 1.42 1.39 -0.03 -2.1% 0.00
Volume 15,804 11,060 -4,744 -30.0% 70,342
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 104.53 104.14 102.39
R3 103.60 103.21 102.14
R2 102.67 102.67 102.05
R1 102.28 102.28 101.97 102.48
PP 101.74 101.74 101.74 101.84
S1 101.35 101.35 101.79 101.55
S2 100.81 100.81 101.71
S3 99.88 100.42 101.62
S4 98.95 99.49 101.37
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 114.77 112.34 103.69
R3 110.49 108.06 102.52
R2 106.21 106.21 102.12
R1 103.78 103.78 101.73 105.00
PP 101.93 101.93 101.93 102.54
S1 99.50 99.50 100.95 100.72
S2 97.65 97.65 100.56
S3 93.37 95.22 100.16
S4 89.09 90.94 98.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.01 99.00 4.01 3.9% 1.55 1.5% 72% False False 14,527
10 104.37 99.00 5.37 5.3% 1.51 1.5% 54% False False 14,404
20 104.37 96.50 7.87 7.7% 1.33 1.3% 68% False False 13,352
40 104.37 96.03 8.34 8.2% 1.26 1.2% 70% False False 13,073
60 104.37 89.48 14.89 14.6% 1.23 1.2% 83% False False 12,520
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.13
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 106.09
2.618 104.57
1.618 103.64
1.000 103.07
0.618 102.71
HIGH 102.14
0.618 101.78
0.500 101.68
0.382 101.57
LOW 101.21
0.618 100.64
1.000 100.28
1.618 99.71
2.618 98.78
4.250 97.26
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 101.81 101.44
PP 101.74 101.01
S1 101.68 100.57

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

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