NYMEX Light Sweet Crude Oil Future April 2014


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 99.33 99.97 0.64 0.6% 97.15
High 99.97 99.97 0.00 0.0% 99.97
Low 99.14 99.60 0.46 0.5% 97.15
Close 99.94 99.60 -0.34 -0.3% 99.94
Range 0.83 0.37 -0.46 -55.4% 2.82
ATR 0.92 0.88 -0.04 -4.3% 0.00
Volume 3,490 4,507 1,017 29.1% 20,667
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 100.83 100.59 99.80
R3 100.46 100.22 99.70
R2 100.09 100.09 99.67
R1 99.85 99.85 99.63 99.79
PP 99.72 99.72 99.72 99.69
S1 99.48 99.48 99.57 99.42
S2 99.35 99.35 99.53
S3 98.98 99.11 99.50
S4 98.61 98.74 99.40
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 107.48 106.53 101.49
R3 104.66 103.71 100.72
R2 101.84 101.84 100.46
R1 100.89 100.89 100.20 101.37
PP 99.02 99.02 99.02 99.26
S1 98.07 98.07 99.68 98.55
S2 96.20 96.20 99.42
S3 93.38 95.25 99.16
S4 90.56 92.43 98.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.97 98.05 1.92 1.9% 0.66 0.7% 81% True False 4,315
10 99.97 95.56 4.41 4.4% 0.90 0.9% 92% True False 3,809
20 99.97 95.56 4.41 4.4% 0.82 0.8% 92% True False 3,460
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 0.07
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 101.54
2.618 100.94
1.618 100.57
1.000 100.34
0.618 100.20
HIGH 99.97
0.618 99.83
0.500 99.79
0.382 99.74
LOW 99.60
0.618 99.37
1.000 99.23
1.618 99.00
2.618 98.63
4.250 98.03
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 99.79 99.55
PP 99.72 99.50
S1 99.66 99.45

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

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