NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 01-Aug-2013
Day Change Summary
Previous Current
31-Jul-2013 01-Aug-2013 Change Change % Previous Week
Open 100.55 101.67 1.12 1.1% 103.03
High 101.82 103.73 1.91 1.9% 103.38
Low 99.92 101.53 1.61 1.6% 100.48
Close 101.65 103.71 2.06 2.0% 101.42
Range 1.90 2.20 0.30 15.8% 2.90
ATR 1.60 1.64 0.04 2.7% 0.00
Volume 71,844 62,391 -9,453 -13.2% 358,040
Daily Pivots for day following 01-Aug-2013
Classic Woodie Camarilla DeMark
R4 109.59 108.85 104.92
R3 107.39 106.65 104.32
R2 105.19 105.19 104.11
R1 104.45 104.45 103.91 104.82
PP 102.99 102.99 102.99 103.18
S1 102.25 102.25 103.51 102.62
S2 100.79 100.79 103.31
S3 98.59 100.05 103.11
S4 96.39 97.85 102.50
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
5 103.73 99.92 3.81 3.7% 1.54 1.5% 99% True False 57,395
10 103.73 99.92 3.81 3.7% 1.63 1.6% 99% True False 66,173
20 103.73 97.17 6.56 6.3% 1.56 1.5% 100% True False 80,237
40 103.73 91.05 12.68 12.2% 1.67 1.6% 100% True False 78,337
60 103.73 90.69 13.04 12.6% 1.71 1.6% 100% True False 71,098
80 103.73 85.52 18.21 17.6% 1.81 1.7% 100% True False 68,234
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 0.33
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 113.08
2.618 109.49
1.618 107.29
1.000 105.93
0.618 105.09
HIGH 103.73
0.618 102.89
0.500 102.63
0.382 102.37
LOW 101.53
0.618 100.17
1.000 99.33
1.618 97.97
2.618 95.77
4.250 92.18
Fisher Pivots for day following 01-Aug-2013
Pivot 1 day 3 day
R1 103.35 103.08
PP 102.99 102.45
S1 102.63 101.83

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

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