NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 103.21 103.03 -0.18 -0.2% 101.25
High 103.64 103.38 -0.26 -0.3% 103.64
Low 101.81 101.87 0.06 0.1% 100.29
Close 102.68 102.36 -0.32 -0.3% 102.68
Range 1.83 1.51 -0.32 -17.5% 3.35
ATR 1.65 1.64 -0.01 -0.6% 0.00
Volume 88,308 86,687 -1,621 -1.8% 344,704
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 107.07 106.22 103.19
R3 105.56 104.71 102.78
R2 104.05 104.05 102.64
R1 103.20 103.20 102.50 102.87
PP 102.54 102.54 102.54 102.37
S1 101.69 101.69 102.22 101.36
S2 101.03 101.03 102.08
S3 99.52 100.18 101.94
S4 98.01 98.67 101.53
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 112.25 110.82 104.52
R3 108.90 107.47 103.60
R2 105.55 105.55 103.29
R1 104.12 104.12 102.99 104.84
PP 102.20 102.20 102.20 102.56
S1 100.77 100.77 102.37 101.49
S2 98.85 98.85 102.07
S3 95.50 97.42 101.76
S4 92.15 94.07 100.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.64 100.81 2.83 2.8% 1.48 1.4% 55% False False 69,480
10 103.64 98.69 4.95 4.8% 1.46 1.4% 74% False False 89,267
20 103.64 91.05 12.59 12.3% 1.61 1.6% 90% False False 90,526
40 103.64 90.69 12.95 12.7% 1.73 1.7% 90% False False 77,955
60 103.64 88.78 14.86 14.5% 1.77 1.7% 91% False False 71,361
80 103.64 85.52 18.12 17.7% 1.81 1.8% 93% False False 67,054
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109.80
2.618 107.33
1.618 105.82
1.000 104.89
0.618 104.31
HIGH 103.38
0.618 102.80
0.500 102.63
0.382 102.45
LOW 101.87
0.618 100.94
1.000 100.36
1.618 99.43
2.618 97.92
4.250 95.45
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 102.63 102.64
PP 102.54 102.55
S1 102.45 102.45

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

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