NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 104.55 103.99 -0.56 -0.5% 106.15
High 104.64 104.61 -0.03 0.0% 106.82
Low 103.09 103.25 0.16 0.2% 103.07
Close 104.01 103.90 -0.11 -0.1% 104.01
Range 1.55 1.36 -0.19 -12.3% 3.75
ATR 1.85 1.82 -0.04 -1.9% 0.00
Volume 84,249 65,974 -18,275 -21.7% 354,959
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 108.00 107.31 104.65
R3 106.64 105.95 104.27
R2 105.28 105.28 104.15
R1 104.59 104.59 104.02 104.26
PP 103.92 103.92 103.92 103.75
S1 103.23 103.23 103.78 102.90
S2 102.56 102.56 103.65
S3 101.20 101.87 103.53
S4 99.84 100.51 103.15
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 115.88 113.70 106.07
R3 112.13 109.95 105.04
R2 108.38 108.38 104.70
R1 106.20 106.20 104.35 105.42
PP 104.63 104.63 104.63 104.24
S1 102.45 102.45 103.67 101.67
S2 100.88 100.88 103.32
S3 97.13 98.70 102.98
S4 93.38 94.95 101.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.02 103.07 2.95 2.8% 1.77 1.7% 28% False False 70,078
10 107.05 103.07 3.98 3.8% 1.72 1.7% 21% False False 60,822
20 107.05 95.36 11.69 11.3% 1.84 1.8% 73% False False 70,261
40 107.05 91.54 15.51 14.9% 1.81 1.7% 80% False False 54,049
60 107.05 91.54 15.51 14.9% 1.79 1.7% 80% False False 42,365
80 107.05 86.47 20.58 19.8% 1.82 1.8% 85% False False 35,017
100 107.05 86.47 20.58 19.8% 1.71 1.6% 85% False False 29,552
120 107.05 86.47 20.58 19.8% 1.61 1.6% 85% False False 25,905
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 110.39
2.618 108.17
1.618 106.81
1.000 105.97
0.618 105.45
HIGH 104.61
0.618 104.09
0.500 103.93
0.382 103.77
LOW 103.25
0.618 102.41
1.000 101.89
1.618 101.05
2.618 99.69
4.250 97.47
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 103.93 103.92
PP 103.92 103.91
S1 103.91 103.91

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

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