NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 102.78 103.89 1.11 1.1% 102.46
High 104.43 104.73 0.30 0.3% 104.80
Low 102.59 102.97 0.38 0.4% 100.93
Close 104.14 104.49 0.35 0.3% 104.14
Range 1.84 1.76 -0.08 -4.3% 3.87
ATR 1.93 1.91 -0.01 -0.6% 0.00
Volume 80,229 48,386 -31,843 -39.7% 352,145
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 109.34 108.68 105.46
R3 107.58 106.92 104.97
R2 105.82 105.82 104.81
R1 105.16 105.16 104.65 105.49
PP 104.06 104.06 104.06 104.23
S1 103.40 103.40 104.33 103.73
S2 102.30 102.30 104.17
S3 100.54 101.64 104.01
S4 98.78 99.88 103.52
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 114.90 113.39 106.27
R3 111.03 109.52 105.20
R2 107.16 107.16 104.85
R1 105.65 105.65 104.49 106.41
PP 103.29 103.29 103.29 103.67
S1 101.78 101.78 103.79 102.54
S2 99.42 99.42 103.43
S3 95.55 97.91 103.08
S4 91.68 94.04 102.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.80 101.23 3.57 3.4% 1.85 1.8% 91% False False 70,355
10 104.80 95.36 9.44 9.0% 1.96 1.9% 97% False False 79,701
20 104.80 92.24 12.56 12.0% 1.93 1.8% 98% False False 63,209
40 104.80 91.54 13.26 12.7% 1.83 1.7% 98% False False 43,360
60 104.80 87.85 16.95 16.2% 1.82 1.7% 98% False False 34,441
80 104.80 86.47 18.33 17.5% 1.79 1.7% 98% False False 28,470
100 104.80 86.47 18.33 17.5% 1.65 1.6% 98% False False 24,012
120 104.80 86.47 18.33 17.5% 1.52 1.5% 98% False False 21,369
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.21
2.618 109.34
1.618 107.58
1.000 106.49
0.618 105.82
HIGH 104.73
0.618 104.06
0.500 103.85
0.382 103.64
LOW 102.97
0.618 101.88
1.000 101.21
1.618 100.12
2.618 98.36
4.250 95.49
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 104.28 104.21
PP 104.06 103.92
S1 103.85 103.64

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

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