NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 97.44 98.78 1.34 1.4% 95.27
High 99.57 100.77 1.20 1.2% 100.77
Low 97.44 98.36 0.92 0.9% 94.67
Close 98.97 100.45 1.48 1.5% 100.45
Range 2.13 2.41 0.28 13.1% 6.10
ATR 1.78 1.82 0.05 2.5% 0.00
Volume 73,225 68,371 -4,854 -6.6% 205,300
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 107.09 106.18 101.78
R3 104.68 103.77 101.11
R2 102.27 102.27 100.89
R1 101.36 101.36 100.67 101.82
PP 99.86 99.86 99.86 100.09
S1 98.95 98.95 100.23 99.41
S2 97.45 97.45 100.01
S3 95.04 96.54 99.79
S4 92.63 94.13 99.12
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 116.93 114.79 103.81
R3 110.83 108.69 102.13
R2 104.73 104.73 101.57
R1 102.59 102.59 101.01 103.66
PP 98.63 98.63 98.63 99.17
S1 96.49 96.49 99.89 97.56
S2 92.53 92.53 99.33
S3 86.43 90.39 98.77
S4 80.33 84.29 97.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.77 94.67 6.10 6.1% 1.84 1.8% 95% True False 44,809
10 100.77 91.95 8.82 8.8% 1.90 1.9% 96% True False 38,795
20 100.77 91.95 8.82 8.8% 1.74 1.7% 96% True False 29,932
40 100.77 91.22 9.55 9.5% 1.71 1.7% 97% True False 21,652
60 100.77 85.96 14.81 14.7% 1.77 1.8% 98% True False 17,520
80 100.77 85.96 14.81 14.7% 1.62 1.6% 98% True False 14,572
100 100.77 85.96 14.81 14.7% 1.49 1.5% 98% True False 12,664
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 0.38
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 111.01
2.618 107.08
1.618 104.67
1.000 103.18
0.618 102.26
HIGH 100.77
0.618 99.85
0.500 99.57
0.382 99.28
LOW 98.36
0.618 96.87
1.000 95.95
1.618 94.46
2.618 92.05
4.250 88.12
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 100.16 99.76
PP 99.86 99.07
S1 99.57 98.38

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

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