NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 31-Jul-2013
Day Change Summary
Previous Current
30-Jul-2013 31-Jul-2013 Change Change % Previous Week
Open 101.26 100.55 -0.71 -0.7% 103.03
High 101.29 101.82 0.53 0.5% 103.38
Low 100.06 99.92 -0.14 -0.1% 100.48
Close 100.49 101.65 1.16 1.2% 101.42
Range 1.23 1.90 0.67 54.5% 2.90
ATR 1.58 1.60 0.02 1.5% 0.00
Volume 43,271 71,844 28,573 66.0% 358,040
Daily Pivots for day following 31-Jul-2013
Classic Woodie Camarilla DeMark
R4 106.83 106.14 102.70
R3 104.93 104.24 102.17
R2 103.03 103.03 102.00
R1 102.34 102.34 101.82 102.69
PP 101.13 101.13 101.13 101.30
S1 100.44 100.44 101.48 100.79
S2 99.23 99.23 101.30
S3 97.33 98.54 101.13
S4 95.43 96.64 100.61
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
5 102.03 99.92 2.11 2.1% 1.41 1.4% 82% False True 58,855
10 103.64 99.92 3.72 3.7% 1.56 1.5% 47% False True 66,143
20 103.64 96.48 7.16 7.0% 1.55 1.5% 72% False False 84,549
40 103.64 91.05 12.59 12.4% 1.64 1.6% 84% False False 78,838
60 103.64 90.69 12.95 12.7% 1.69 1.7% 85% False False 71,068
80 103.64 85.52 18.12 17.8% 1.80 1.8% 89% False False 67,945
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 109.90
2.618 106.79
1.618 104.89
1.000 103.72
0.618 102.99
HIGH 101.82
0.618 101.09
0.500 100.87
0.382 100.65
LOW 99.92
0.618 98.75
1.000 98.02
1.618 96.85
2.618 94.95
4.250 91.85
Fisher Pivots for day following 31-Jul-2013
Pivot 1 day 3 day
R1 101.39 101.40
PP 101.13 101.16
S1 100.87 100.91

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

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