NYMEX Light Sweet Crude Oil Future April 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	98.46	98.12	-0.34	-0.3%	97.15
High	98.80	98.63	-0.17	-0.2%	99.97
Low	97.95	98.12	0.17	0.2%	97.15
Close	98.18	98.61	0.43	0.4%	99.94
Range	0.85	0.51	-0.34	-40.0%	2.82
ATR	0.91	0.88	-0.03	-3.1%	0.00
Volume	6,354	6,143	-211	-3.3%	20,667

Daily Pivots for day following 22-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	99.98	99.81	98.89
R3	99.47	99.30	98.75
R2	98.96	98.96	98.70
R1	98.79	98.79	98.66	98.88
PP	98.45	98.45	98.45	98.50
S1	98.28	98.28	98.56	98.37
S2	97.94	97.94	98.52
S3	97.43	97.77	98.47
S4	96.92	97.26	98.33

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	97.95	2.02	2.0%	0.74	0.7%	33%	False	False	4,705
10	99.97	96.30	3.67	3.7%	0.81	0.8%	63%	False	False	4,411
20	99.97	95.56	4.41	4.5%	0.80	0.8%	69%	False	False	3,671

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	0.11
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	100.80
2.618	99.97
1.618	99.46
1.000	99.14
0.618	98.95
HIGH	98.63
0.618	98.44
0.500	98.38
0.382	98.31
LOW	98.12
0.618	97.80
1.000	97.61
1.618	97.29
2.618	96.78
4.250	95.95

Fisher Pivots for day following 22-Aug-2013
Pivot	1 day	3 day
R1	98.53	98.87
PP	98.45	98.78
S1	98.38	98.70

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