NYMEX Light Sweet Crude Oil Future November 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 102.45 101.49 -0.96 -0.9% 104.61
High 102.60 103.20 0.60 0.6% 105.08
Low 101.10 101.07 -0.03 0.0% 101.82
Close 101.52 102.94 1.42 1.4% 102.78
Range 1.50 2.13 0.63 42.0% 3.26
ATR 1.64 1.67 0.04 2.2% 0.00
Volume 35,419 51,224 15,805 44.6% 196,037
Daily Pivots for day following 31-Jul-2013
Classic Woodie Camarilla DeMark
R4 108.79 108.00 104.11
R3 106.66 105.87 103.53
R2 104.53 104.53 103.33
R1 103.74 103.74 103.14 104.14
PP 102.40 102.40 102.40 102.60
S1 101.61 101.61 102.74 102.01
S2 100.27 100.27 102.55
S3 98.14 99.48 102.35
S4 96.01 97.35 101.77
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
5 103.43 101.07 2.36 2.3% 1.54 1.5% 79% False True 40,833
10 105.19 101.07 4.12 4.0% 1.65 1.6% 45% False True 38,192
20 105.19 97.44 7.75 7.5% 1.65 1.6% 71% False False 41,613
40 105.19 91.95 13.24 12.9% 1.63 1.6% 83% False False 33,181
60 105.19 91.22 13.97 13.6% 1.65 1.6% 84% False False 26,283
80 105.19 85.96 19.23 18.7% 1.71 1.7% 88% False False 21,930
100 105.19 85.96 19.23 18.7% 1.60 1.6% 88% False False 18,637
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 112.25
2.618 108.78
1.618 106.65
1.000 105.33
0.618 104.52
HIGH 103.20
0.618 102.39
0.500 102.14
0.382 101.88
LOW 101.07
0.618 99.75
1.000 98.94
1.618 97.62
2.618 95.49
4.250 92.02
Fisher Pivots for day following 31-Jul-2013
Pivot 1 day 3 day
R1 102.67 102.69
PP 102.40 102.44
S1 102.14 102.20

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

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