NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 96.92 97.52 0.60 0.6% 97.89
High 98.64 98.57 -0.07 -0.1% 100.65
Low 96.92 96.55 -0.37 -0.4% 96.92
Close 97.94 98.50 0.56 0.6% 97.94
Range 1.72 2.02 0.30 17.4% 3.73
ATR 1.27 1.32 0.05 4.2% 0.00
Volume 25,404 25,404 0 0.0% 118,872
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 103.93 103.24 99.61
R3 101.91 101.22 99.06
R2 99.89 99.89 98.87
R1 99.20 99.20 98.69 99.55
PP 97.87 97.87 97.87 98.05
S1 97.18 97.18 98.31 97.53
S2 95.85 95.85 98.13
S3 93.83 95.16 97.94
S4 91.81 93.14 97.39
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 109.69 107.55 99.99
R3 105.96 103.82 98.97
R2 102.23 102.23 98.62
R1 100.09 100.09 98.28 101.16
PP 98.50 98.50 98.50 99.04
S1 96.36 96.36 97.60 97.43
S2 94.77 94.77 97.26
S3 91.04 92.63 96.91
S4 87.31 88.90 95.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.65 96.55 4.10 4.2% 1.93 2.0% 48% False True 24,535
10 100.65 96.41 4.24 4.3% 1.44 1.5% 49% False False 22,816
20 100.65 93.99 6.66 6.8% 1.25 1.3% 68% False False 19,033
40 100.65 93.81 6.84 6.9% 1.13 1.2% 69% False False 20,632
60 100.65 88.11 12.54 12.7% 1.20 1.2% 83% False False 20,818
80 100.65 88.11 12.54 12.7% 1.26 1.3% 83% False False 19,281
100 100.65 84.84 15.81 16.1% 1.31 1.3% 86% False False 17,521
120 100.65 84.84 15.81 16.1% 1.25 1.3% 86% False False 16,145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.37
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.16
2.618 103.86
1.618 101.84
1.000 100.59
0.618 99.82
HIGH 98.57
0.618 97.80
0.500 97.56
0.382 97.32
LOW 96.55
0.618 95.30
1.000 94.53
1.618 93.28
2.618 91.26
4.250 87.97
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 98.19 98.32
PP 97.87 98.14
S1 97.56 97.96

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

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