NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 100.58 100.05 -0.53 -0.5% 99.47
High 101.31 101.54 0.23 0.2% 101.54
Low 99.83 99.88 0.05 0.1% 98.37
Close 100.33 101.31 0.98 1.0% 101.31
Range 1.48 1.66 0.18 12.2% 3.17
ATR 1.73 1.73 -0.01 -0.3% 0.00
Volume 154,317 126,022 -28,295 -18.3% 532,043
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 105.89 105.26 102.22
R3 104.23 103.60 101.77
R2 102.57 102.57 101.61
R1 101.94 101.94 101.46 102.26
PP 100.91 100.91 100.91 101.07
S1 100.28 100.28 101.16 100.60
S2 99.25 99.25 101.01
S3 97.59 98.62 100.85
S4 95.93 96.96 100.40
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 109.92 108.78 103.05
R3 106.75 105.61 102.18
R2 103.58 103.58 101.89
R1 102.44 102.44 101.60 103.01
PP 100.41 100.41 100.41 100.69
S1 99.27 99.27 101.02 99.84
S2 97.24 97.24 100.73
S3 94.07 96.10 100.44
S4 90.90 92.93 99.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.54 98.37 3.17 3.1% 1.44 1.4% 93% True False 106,408
10 101.54 93.94 7.60 7.5% 1.59 1.6% 97% True False 105,961
20 101.54 91.05 10.49 10.4% 1.74 1.7% 98% True False 89,881
40 101.54 90.69 10.85 10.7% 1.76 1.7% 98% True False 75,333
60 101.54 85.52 16.02 15.8% 1.81 1.8% 99% True False 69,608
80 101.54 85.52 16.02 15.8% 1.79 1.8% 99% True False 65,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 108.60
2.618 105.89
1.618 104.23
1.000 103.20
0.618 102.57
HIGH 101.54
0.618 100.91
0.500 100.71
0.382 100.51
LOW 99.88
0.618 98.85
1.000 98.22
1.618 97.19
2.618 95.53
4.250 92.83
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 101.11 101.03
PP 100.91 100.75
S1 100.71 100.48

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

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