NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 102.41 102.62 0.21 0.2% 101.25
High 102.76 102.82 0.06 0.1% 103.64
Low 101.40 100.51 -0.89 -0.9% 100.29
Close 102.64 101.26 -1.38 -1.3% 102.68
Range 1.36 2.31 0.95 69.9% 3.35
ATR 1.62 1.67 0.05 3.0% 0.00
Volume 61,191 68,884 7,693 12.6% 344,704
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 108.46 107.17 102.53
R3 106.15 104.86 101.90
R2 103.84 103.84 101.68
R1 102.55 102.55 101.47 102.04
PP 101.53 101.53 101.53 101.28
S1 100.24 100.24 101.05 99.73
S2 99.22 99.22 100.84
S3 96.91 97.93 100.62
S4 94.60 95.62 99.99
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
5 103.64 100.51 3.13 3.1% 1.71 1.7% 24% False True 73,431
10 103.64 99.83 3.81 3.8% 1.57 1.5% 38% False False 84,180
20 103.64 92.00 11.64 11.5% 1.60 1.6% 80% False False 88,789
40 103.64 90.69 12.95 12.8% 1.72 1.7% 82% False False 78,732
60 103.64 88.78 14.86 14.7% 1.78 1.8% 84% False False 71,597
80 103.64 85.52 18.12 17.9% 1.82 1.8% 87% False False 67,669
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 112.64
2.618 108.87
1.618 106.56
1.000 105.13
0.618 104.25
HIGH 102.82
0.618 101.94
0.500 101.67
0.382 101.39
LOW 100.51
0.618 99.08
1.000 98.20
1.618 96.77
2.618 94.46
4.250 90.69
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 101.67 101.95
PP 101.53 101.72
S1 101.40 101.49

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

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