NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 104.15 105.39 1.24 1.2% 96.40
High 105.77 106.53 0.76 0.7% 103.49
Low 103.67 103.73 0.06 0.1% 95.98
Close 105.62 104.38 -1.24 -1.2% 103.05
Range 2.10 2.80 0.70 33.3% 7.51
ATR 2.12 2.17 0.05 2.3% 0.00
Volume 172,328 160,404 -11,924 -6.9% 589,400
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 113.28 111.63 105.92
R3 110.48 108.83 105.15
R2 107.68 107.68 104.89
R1 106.03 106.03 104.64 105.46
PP 104.88 104.88 104.88 104.59
S1 103.23 103.23 104.12 102.66
S2 102.08 102.08 103.87
S3 99.28 100.43 103.61
S4 96.48 97.63 102.84
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
5 106.53 100.54 5.99 5.7% 2.44 2.3% 64% True False 142,751
10 106.53 95.26 11.27 10.8% 2.23 2.1% 81% True False 133,499
20 106.53 92.60 13.93 13.3% 2.13 2.0% 85% True False 112,710
40 106.53 91.68 14.85 14.2% 2.02 1.9% 86% True False 84,571
60 106.53 86.26 20.27 19.4% 2.01 1.9% 89% True False 68,556
80 106.53 86.26 20.27 19.4% 1.93 1.8% 89% True False 57,536
100 106.53 86.26 20.27 19.4% 1.81 1.7% 89% True False 48,968
120 106.53 86.26 20.27 19.4% 1.68 1.6% 89% True False 43,872
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 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118.43
2.618 113.86
1.618 111.06
1.000 109.33
0.618 108.26
HIGH 106.53
0.618 105.46
0.500 105.13
0.382 104.80
LOW 103.73
0.618 102.00
1.000 100.93
1.618 99.20
2.618 96.40
4.250 91.83
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 105.13 104.38
PP 104.88 104.37
S1 104.63 104.37

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

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