NYMEX Light Sweet Crude Oil Future April 2014

Trading Metrics calculated at close of trading on 27-Aug-2013

Day Change Summary
	Previous	Current
	26-Aug-2013	27-Aug-2013	Change	Change %	Previous Week
Open	99.30	99.29	-0.01	0.0%	99.97
High	99.33	101.35	2.02	2.0%	99.97
Low	99.01	99.00	-0.01	0.0%	97.95
Close	99.13	101.20	2.07	2.1%	99.36
Range	0.32	2.35	2.03	634.4%	2.02
ATR	0.86	0.97	0.11	12.3%	0.00
Volume	2,814	1,451	-1,363	-48.4%	23,146

Daily Pivots for day following 27-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	107.57	106.73	102.49
R3	105.22	104.38	101.85
R2	102.87	102.87	101.63
R1	102.03	102.03	101.42	102.45
PP	100.52	100.52	100.52	100.73
S1	99.68	99.68	100.98	100.10
S2	98.17	98.17	100.77
S3	95.82	97.33	100.55
S4	93.47	94.98	99.91

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	105.15	104.28	100.47
R3	103.13	102.26	99.92
R2	101.11	101.11	99.73
R1	100.24	100.24	99.55	99.67
PP	99.09	99.09	99.09	98.81
S1	98.22	98.22	99.17	97.65
S2	97.07	97.07	98.99
S3	95.05	96.20	98.80
S4	93.03	94.18	98.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.35	97.95	3.40	3.4%	1.04	1.0%	96%	True	False	3,974
10	101.35	97.95	3.40	3.4%	0.89	0.9%	96%	True	False	4,013
20	101.35	95.56	5.79	5.7%	0.93	0.9%	97%	True	False	3,698

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	111.34
2.618	107.50
1.618	105.15
1.000	103.70
0.618	102.80
HIGH	101.35
0.618	100.45
0.500	100.18
0.382	99.90
LOW	99.00
0.618	97.55
1.000	96.65
1.618	95.20
2.618	92.85
4.250	89.01

Fisher Pivots for day following 27-Aug-2013
Pivot	1 day	3 day
R1	100.86	100.74
PP	100.52	100.27
S1	100.18	99.81

Download as Excel Spreadsheet

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

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