NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 104.64 104.25 -0.39 -0.4% 102.46
High 105.32 105.10 -0.22 -0.2% 104.80
Low 104.11 103.54 -0.57 -0.5% 100.93
Close 104.39 105.05 0.66 0.6% 104.14
Range 1.21 1.56 0.35 28.9% 3.87
ATR 1.86 1.84 -0.02 -1.2% 0.00
Volume 38,984 39,790 806 2.1% 352,145
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 109.24 108.71 105.91
R3 107.68 107.15 105.48
R2 106.12 106.12 105.34
R1 105.59 105.59 105.19 105.86
PP 104.56 104.56 104.56 104.70
S1 104.03 104.03 104.91 104.30
S2 103.00 103.00 104.76
S3 101.44 102.47 104.62
S4 99.88 100.91 104.19
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
5 105.32 102.48 2.84 2.7% 1.74 1.7% 90% False False 59,033
10 105.32 98.38 6.94 6.6% 1.86 1.8% 96% False False 74,154
20 105.32 92.24 13.08 12.5% 1.95 1.9% 98% False False 63,698
40 105.32 91.54 13.78 13.1% 1.82 1.7% 98% False False 44,442
60 105.32 88.13 17.19 16.4% 1.83 1.7% 98% False False 35,472
80 105.32 86.47 18.85 17.9% 1.79 1.7% 99% False False 29,328
100 105.32 86.47 18.85 17.9% 1.65 1.6% 99% False False 24,676
120 105.32 86.47 18.85 17.9% 1.53 1.5% 99% False False 21,906
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.73
2.618 109.18
1.618 107.62
1.000 106.66
0.618 106.06
HIGH 105.10
0.618 104.50
0.500 104.32
0.382 104.14
LOW 103.54
0.618 102.58
1.000 101.98
1.618 101.02
2.618 99.46
4.250 96.91
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 104.81 104.75
PP 104.56 104.45
S1 104.32 104.15

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

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