NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 96.13 97.44 1.31 1.4% 92.67
High 97.50 99.57 2.07 2.1% 96.07
Low 95.99 97.44 1.45 1.5% 91.95
Close 97.41 98.97 1.56 1.6% 95.10
Range 1.51 2.13 0.62 41.1% 4.12
ATR 1.75 1.78 0.03 1.7% 0.00
Volume 43,406 73,225 29,819 68.7% 151,588
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 105.05 104.14 100.14
R3 102.92 102.01 99.56
R2 100.79 100.79 99.36
R1 99.88 99.88 99.17 100.34
PP 98.66 98.66 98.66 98.89
S1 97.75 97.75 98.77 98.21
S2 96.53 96.53 98.58
S3 94.40 95.62 98.38
S4 92.27 93.49 97.80
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 106.73 105.04 97.37
R3 102.61 100.92 96.23
R2 98.49 98.49 95.86
R1 96.80 96.80 95.48 97.65
PP 94.37 94.37 94.37 94.80
S1 92.68 92.68 94.72 93.53
S2 90.25 90.25 94.34
S3 86.13 88.56 93.97
S4 82.01 84.44 92.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.57 94.14 5.43 5.5% 1.71 1.7% 89% True False 35,455
10 99.57 91.95 7.62 7.7% 1.97 2.0% 92% True False 34,509
20 99.57 91.95 7.62 7.7% 1.68 1.7% 92% True False 27,376
40 99.57 91.22 8.35 8.4% 1.68 1.7% 93% True False 20,155
60 99.57 85.96 13.61 13.8% 1.75 1.8% 96% True False 16,507
80 99.57 85.96 13.61 13.8% 1.61 1.6% 96% True False 13,756
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 108.62
2.618 105.15
1.618 103.02
1.000 101.70
0.618 100.89
HIGH 99.57
0.618 98.76
0.500 98.51
0.382 98.25
LOW 97.44
0.618 96.12
1.000 95.31
1.618 93.99
2.618 91.86
4.250 88.39
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 98.82 98.35
PP 98.66 97.74
S1 98.51 97.12

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

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