NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 97.90 99.47 1.57 1.6% 94.48
High 99.40 99.86 0.46 0.5% 99.40
Low 97.17 98.37 1.20 1.2% 93.94
Close 99.11 99.20 0.09 0.1% 99.11
Range 2.23 1.49 -0.74 -33.2% 5.46
ATR 1.85 1.82 -0.03 -1.4% 0.00
Volume 154,580 70,761 -83,819 -54.2% 467,074
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 103.61 102.90 100.02
R3 102.12 101.41 99.61
R2 100.63 100.63 99.47
R1 99.92 99.92 99.34 99.53
PP 99.14 99.14 99.14 98.95
S1 98.43 98.43 99.06 98.04
S2 97.65 97.65 98.93
S3 96.16 96.94 98.79
S4 94.67 95.45 98.38
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 99.86 93.94 5.92 6.0% 1.78 1.8% 89% True False 107,567
10 99.86 91.05 8.81 8.9% 1.76 1.8% 93% True False 91,786
20 99.86 91.05 8.81 8.9% 1.77 1.8% 93% True False 80,238
40 99.86 90.69 9.17 9.2% 1.82 1.8% 93% True False 69,479
60 99.86 85.52 14.34 14.5% 1.91 1.9% 95% True False 66,460
80 99.86 85.52 14.34 14.5% 1.79 1.8% 95% True False 61,874
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.19
2.618 103.76
1.618 102.27
1.000 101.35
0.618 100.78
HIGH 99.86
0.618 99.29
0.500 99.12
0.382 98.94
LOW 98.37
0.618 97.45
1.000 96.88
1.618 95.96
2.618 94.47
4.250 92.04
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 99.17 98.86
PP 99.14 98.51
S1 99.12 98.17

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

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