NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 100.95 104.34 3.39 3.4% 96.40
High 103.49 104.34 0.85 0.8% 103.49
Low 100.54 102.00 1.46 1.5% 95.98
Close 103.05 103.02 -0.03 0.0% 103.05
Range 2.95 2.34 -0.61 -20.7% 7.51
ATR 2.09 2.11 0.02 0.9% 0.00
Volume 171,908 89,137 -82,771 -48.1% 589,400
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 110.14 108.92 104.31
R3 107.80 106.58 103.66
R2 105.46 105.46 103.45
R1 104.24 104.24 103.23 103.68
PP 103.12 103.12 103.12 102.84
S1 101.90 101.90 102.81 101.34
S2 100.78 100.78 102.59
S3 98.44 99.56 102.38
S4 96.10 97.22 101.73
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 123.37 120.72 107.18
R3 115.86 113.21 105.12
R2 108.35 108.35 104.43
R1 105.70 105.70 103.74 107.03
PP 100.84 100.84 100.84 101.50
S1 98.19 98.19 102.36 99.52
S2 93.33 93.33 101.67
S3 85.82 90.68 100.98
S4 78.31 83.17 98.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.34 95.98 8.36 8.1% 2.40 2.3% 84% True False 135,707
10 104.34 92.60 11.74 11.4% 2.18 2.1% 89% True False 125,279
20 104.34 92.60 11.74 11.4% 2.02 2.0% 89% True False 101,770
40 104.34 91.68 12.66 12.3% 1.99 1.9% 90% True False 76,254
60 104.34 86.26 18.08 17.5% 2.05 2.0% 93% True False 62,908
80 104.34 86.26 18.08 17.5% 1.89 1.8% 93% True False 52,536
100 104.34 86.26 18.08 17.5% 1.77 1.7% 93% True False 44,929
120 104.34 86.26 18.08 17.5% 1.65 1.6% 93% True False 40,418
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114.29
2.618 110.47
1.618 108.13
1.000 106.68
0.618 105.79
HIGH 104.34
0.618 103.45
0.500 103.17
0.382 102.89
LOW 102.00
0.618 100.55
1.000 99.66
1.618 98.21
2.618 95.87
4.250 92.06
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 103.17 102.64
PP 103.12 102.26
S1 103.07 101.89

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

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