NYMEX Light Sweet Crude Oil Future October 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 102.75 103.96 1.21 1.2% 95.78
High 104.05 104.80 0.75 0.7% 102.11
Low 102.39 102.48 0.09 0.1% 95.36
Close 103.98 103.01 -0.97 -0.9% 101.80
Range 1.66 2.32 0.66 39.8% 6.75
ATR 1.90 1.93 0.03 1.6% 0.00
Volume 67,284 87,778 20,494 30.5% 396,485
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 110.39 109.02 104.29
R3 108.07 106.70 103.65
R2 105.75 105.75 103.44
R1 104.38 104.38 103.22 103.91
PP 103.43 103.43 103.43 103.19
S1 102.06 102.06 102.80 101.59
S2 101.11 101.11 102.58
S3 98.79 99.74 102.37
S4 96.47 97.42 101.73
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
5 104.80 99.44 5.36 5.2% 1.97 1.9% 67% True False 76,570
10 104.80 94.85 9.95 9.7% 1.92 1.9% 82% True False 76,578
20 104.80 92.24 12.56 12.2% 1.92 1.9% 86% True False 58,897
40 104.80 91.54 13.26 12.9% 1.85 1.8% 87% True False 41,056
60 104.80 86.47 18.33 17.8% 1.84 1.8% 90% True False 32,749
80 104.80 86.47 18.33 17.8% 1.77 1.7% 90% True False 27,041
100 104.80 86.47 18.33 17.8% 1.65 1.6% 90% True False 22,855
120 104.80 86.47 18.33 17.8% 1.51 1.5% 90% True False 20,412
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 0.34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114.66
2.618 110.87
1.618 108.55
1.000 107.12
0.618 106.23
HIGH 104.80
0.618 103.91
0.500 103.64
0.382 103.37
LOW 102.48
0.618 101.05
1.000 100.16
1.618 98.73
2.618 96.41
4.250 92.62
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 103.64 103.02
PP 103.43 103.01
S1 103.22 103.01

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

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