NYMEX Light Sweet Crude Oil Future November 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 103.09 102.80 -0.29 -0.3% 104.61
High 103.16 103.32 0.16 0.2% 105.08
Low 101.89 102.12 0.23 0.2% 101.82
Close 102.78 102.72 -0.06 -0.1% 102.78
Range 1.27 1.20 -0.07 -5.5% 3.26
ATR 1.67 1.64 -0.03 -2.0% 0.00
Volume 46,107 31,313 -14,794 -32.1% 196,037
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 106.32 105.72 103.38
R3 105.12 104.52 103.05
R2 103.92 103.92 102.94
R1 103.32 103.32 102.83 103.02
PP 102.72 102.72 102.72 102.57
S1 102.12 102.12 102.61 101.82
S2 101.52 101.52 102.50
S3 100.32 100.92 102.39
S4 99.12 99.72 102.06
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 113.01 111.15 104.57
R3 109.75 107.89 103.68
R2 106.49 106.49 103.38
R1 104.63 104.63 103.08 103.93
PP 103.23 103.23 103.23 102.88
S1 101.37 101.37 102.48 100.67
S2 99.97 99.97 102.18
S3 96.71 98.11 101.88
S4 93.45 94.85 100.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.37 101.82 2.55 2.5% 1.59 1.6% 35% False False 36,812
10 105.19 101.82 3.37 3.3% 1.54 1.5% 27% False False 33,931
20 105.19 94.67 10.52 10.2% 1.64 1.6% 77% False False 40,466
40 105.19 91.22 13.97 13.6% 1.64 1.6% 82% False False 32,021
60 105.19 91.22 13.97 13.6% 1.65 1.6% 82% False False 25,212
80 105.19 85.96 19.23 18.7% 1.69 1.6% 87% False False 21,066
100 105.19 85.96 19.23 18.7% 1.58 1.5% 87% False False 17,877
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 108.42
2.618 106.46
1.618 105.26
1.000 104.52
0.618 104.06
HIGH 103.32
0.618 102.86
0.500 102.72
0.382 102.58
LOW 102.12
0.618 101.38
1.000 100.92
1.618 100.18
2.618 98.98
4.250 97.02
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 102.72 102.69
PP 102.72 102.66
S1 102.72 102.63

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

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