NYMEX Light Sweet Crude Oil Future December 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 96.48 97.90 1.42 1.5% 94.48
High 98.48 99.40 0.92 0.9% 99.40
Low 96.48 97.17 0.69 0.7% 93.94
Close 97.90 99.11 1.21 1.2% 99.11
Range 2.00 2.23 0.23 11.5% 5.46
ATR 1.82 1.85 0.03 1.6% 0.00
Volume 148,629 154,580 5,951 4.0% 467,074
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 105.25 104.41 100.34
R3 103.02 102.18 99.72
R2 100.79 100.79 99.52
R1 99.95 99.95 99.31 100.37
PP 98.56 98.56 98.56 98.77
S1 97.72 97.72 98.91 98.14
S2 96.33 96.33 98.70
S3 94.10 95.49 98.50
S4 91.87 93.26 97.88
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 113.86 111.95 102.11
R3 108.40 106.49 100.61
R2 102.94 102.94 100.11
R1 101.03 101.03 99.61 101.99
PP 97.48 97.48 97.48 97.96
S1 95.57 95.57 98.61 96.53
S2 92.02 92.02 98.11
S3 86.56 90.11 97.61
S4 81.10 84.65 96.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.40 93.94 5.46 5.5% 1.74 1.8% 95% True False 105,513
10 99.40 91.05 8.35 8.4% 1.89 1.9% 97% True False 94,304
20 99.40 91.05 8.35 8.4% 1.81 1.8% 97% True False 81,093
40 99.40 90.69 8.71 8.8% 1.81 1.8% 97% True False 69,277
60 99.40 85.52 13.88 14.0% 1.91 1.9% 98% True False 65,931
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 0.47
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 108.88
2.618 105.24
1.618 103.01
1.000 101.63
0.618 100.78
HIGH 99.40
0.618 98.55
0.500 98.29
0.382 98.02
LOW 97.17
0.618 95.79
1.000 94.94
1.618 93.56
2.618 91.33
4.250 87.69
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 98.84 98.51
PP 98.56 97.90
S1 98.29 97.30

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

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