NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 93.59 94.61 1.02 1.1% 90.76
High 95.00 95.61 0.61 0.6% 94.56
Low 93.59 94.43 0.84 0.9% 90.40
Close 94.68 95.55 0.87 0.9% 93.64
Range 1.41 1.18 -0.23 -16.3% 4.16
ATR 1.61 1.58 -0.03 -1.9% 0.00
Volume 8,497 18,138 9,641 113.5% 64,355
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 98.74 98.32 96.20
R3 97.56 97.14 95.87
R2 96.38 96.38 95.77
R1 95.96 95.96 95.66 96.17
PP 95.20 95.20 95.20 95.30
S1 94.78 94.78 95.44 94.99
S2 94.02 94.02 95.33
S3 92.84 93.60 95.23
S4 91.66 92.42 94.90
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 105.35 103.65 95.93
R3 101.19 99.49 94.78
R2 97.03 97.03 94.40
R1 95.33 95.33 94.02 96.18
PP 92.87 92.87 92.87 93.29
S1 91.17 91.17 93.26 92.02
S2 88.71 88.71 92.88
S3 84.55 87.01 92.50
S4 80.39 82.85 91.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.61 91.40 4.21 4.4% 1.38 1.4% 99% True False 13,263
10 97.02 90.40 6.62 6.9% 1.72 1.8% 78% False False 11,933
20 97.02 90.40 6.62 6.9% 1.40 1.5% 78% False False 10,133
40 97.02 90.35 6.67 7.0% 1.42 1.5% 78% False False 7,682
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.63
2.618 98.70
1.618 97.52
1.000 96.79
0.618 96.34
HIGH 95.61
0.618 95.16
0.500 95.02
0.382 94.88
LOW 94.43
0.618 93.70
1.000 93.25
1.618 92.52
2.618 91.34
4.250 89.42
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 95.37 95.20
PP 95.20 94.85
S1 95.02 94.50

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

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