NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 101.31 101.80 0.49 0.5% 103.03
High 102.03 101.84 -0.19 -0.2% 103.38
Low 100.48 100.58 0.10 0.1% 100.48
Close 101.78 101.42 -0.36 -0.4% 101.42
Range 1.55 1.26 -0.29 -18.7% 2.90
ATR 1.66 1.63 -0.03 -1.7% 0.00
Volume 69,690 71,588 1,898 2.7% 358,040
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 105.06 104.50 102.11
R3 103.80 103.24 101.77
R2 102.54 102.54 101.65
R1 101.98 101.98 101.54 101.63
PP 101.28 101.28 101.28 101.11
S1 100.72 100.72 101.30 100.37
S2 100.02 100.02 101.19
S3 98.76 99.46 101.07
S4 97.50 98.20 100.73
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 110.46 108.84 103.02
R3 107.56 105.94 102.22
R2 104.66 104.66 101.95
R1 103.04 103.04 101.69 102.40
PP 101.76 101.76 101.76 101.44
S1 100.14 100.14 101.15 99.50
S2 98.86 98.86 100.89
S3 95.96 97.24 100.62
S4 93.06 94.34 99.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.38 100.48 2.90 2.9% 1.60 1.6% 32% False False 71,608
10 103.64 100.29 3.35 3.3% 1.54 1.5% 34% False False 70,274
20 103.64 93.94 9.70 9.6% 1.56 1.5% 77% False False 88,117
40 103.64 90.69 12.95 12.8% 1.69 1.7% 83% False False 79,508
60 103.64 89.55 14.09 13.9% 1.75 1.7% 84% False False 71,949
80 103.64 85.52 18.12 17.9% 1.81 1.8% 88% False False 68,333
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 107.20
2.618 105.14
1.618 103.88
1.000 103.10
0.618 102.62
HIGH 101.84
0.618 101.36
0.500 101.21
0.382 101.06
LOW 100.58
0.618 99.80
1.000 99.32
1.618 98.54
2.618 97.28
4.250 95.23
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 101.35 101.65
PP 101.28 101.57
S1 101.21 101.50

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

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