NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 98.38 99.88 1.50 1.5% 95.78
High 100.78 102.11 1.33 1.3% 102.11
Low 98.38 99.44 1.06 1.1% 95.36
Close 100.06 101.80 1.74 1.7% 101.80
Range 2.40 2.67 0.27 11.3% 6.75
ATR 1.90 1.95 0.06 2.9% 0.00
Volume 151,302 110,936 -40,366 -26.7% 396,485
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 109.13 108.13 103.27
R3 106.46 105.46 102.53
R2 103.79 103.79 102.29
R1 102.79 102.79 102.04 103.29
PP 101.12 101.12 101.12 101.37
S1 100.12 100.12 101.56 100.62
S2 98.45 98.45 101.31
S3 95.78 97.45 101.07
S4 93.11 94.78 100.33
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 120.01 117.65 105.51
R3 113.26 110.90 103.66
R2 106.51 106.51 103.04
R1 104.15 104.15 102.42 105.33
PP 99.76 99.76 99.76 100.35
S1 97.40 97.40 101.18 98.58
S2 93.01 93.01 100.56
S3 86.26 90.65 99.94
S4 79.51 83.90 98.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.11 95.36 6.75 6.6% 2.04 2.0% 95% True False 88,667
10 102.11 92.24 9.87 9.7% 2.08 2.0% 97% True False 71,856
20 102.11 92.24 9.87 9.7% 1.90 1.9% 97% True False 51,365
40 102.11 91.54 10.57 10.4% 1.83 1.8% 97% True False 36,448
60 102.11 86.47 15.64 15.4% 1.88 1.8% 98% True False 29,223
80 102.11 86.47 15.64 15.4% 1.73 1.7% 98% True False 23,999
100 102.11 86.47 15.64 15.4% 1.61 1.6% 98% True False 20,549
120 102.11 86.47 15.64 15.4% 1.48 1.5% 98% True False 18,324
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 113.46
2.618 109.10
1.618 106.43
1.000 104.78
0.618 103.76
HIGH 102.11
0.618 101.09
0.500 100.78
0.382 100.46
LOW 99.44
0.618 97.79
1.000 96.77
1.618 95.12
2.618 92.45
4.250 88.09
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 101.46 101.02
PP 101.12 100.24
S1 100.78 99.46

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

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