NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 31-Jul-2013
Day Change Summary
Previous Current
30-Jul-2013 31-Jul-2013 Change Change % Previous Week
Open 103.87 102.53 -1.34 -1.3% 106.15
High 103.87 104.55 0.68 0.7% 106.82
Low 102.10 102.22 0.12 0.1% 103.07
Close 102.50 104.22 1.72 1.7% 104.01
Range 1.77 2.33 0.56 31.6% 3.75
ATR 1.81 1.85 0.04 2.0% 0.00
Volume 72,792 83,123 10,331 14.2% 354,959
Daily Pivots for day following 31-Jul-2013
Classic Woodie Camarilla DeMark
R4 110.65 109.77 105.50
R3 108.32 107.44 104.86
R2 105.99 105.99 104.65
R1 105.11 105.11 104.43 105.55
PP 103.66 103.66 103.66 103.89
S1 102.78 102.78 104.01 103.22
S2 101.33 101.33 103.79
S3 99.00 100.45 103.58
S4 96.67 98.12 102.94
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
5 104.77 102.10 2.67 2.6% 1.74 1.7% 79% False False 75,978
10 107.05 102.10 4.95 4.7% 1.86 1.8% 43% False False 68,536
20 107.05 98.38 8.67 8.3% 1.86 1.8% 67% False False 71,345
40 107.05 92.24 14.81 14.2% 1.81 1.7% 81% False False 56,445
60 107.05 91.54 15.51 14.9% 1.79 1.7% 82% False False 44,280
80 107.05 86.47 20.58 19.7% 1.84 1.8% 86% False False 36,681
100 107.05 86.47 20.58 19.7% 1.73 1.7% 86% False False 30,969
120 107.05 86.47 20.58 19.7% 1.63 1.6% 86% False False 27,054
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114.45
2.618 110.65
1.618 108.32
1.000 106.88
0.618 105.99
HIGH 104.55
0.618 103.66
0.500 103.39
0.382 103.11
LOW 102.22
0.618 100.78
1.000 99.89
1.618 98.45
2.618 96.12
4.250 92.32
Fisher Pivots for day following 31-Jul-2013
Pivot 1 day 3 day
R1 103.94 103.93
PP 103.66 103.64
S1 103.39 103.36

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

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