NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 96.02 96.62 0.60 0.6% 93.59
High 97.35 98.12 0.77 0.8% 98.12
Low 96.02 96.23 0.21 0.2% 93.59
Close 96.85 97.84 0.99 1.0% 97.84
Range 1.33 1.89 0.56 42.1% 4.53
ATR 1.59 1.61 0.02 1.3% 0.00
Volume 34,541 34,603 62 0.2% 95,779
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 103.07 102.34 98.88
R3 101.18 100.45 98.36
R2 99.29 99.29 98.19
R1 98.56 98.56 98.01 98.93
PP 97.40 97.40 97.40 97.58
S1 96.67 96.67 97.67 97.04
S2 95.51 95.51 97.49
S3 93.62 94.78 97.32
S4 91.73 92.89 96.80
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 110.11 108.50 100.33
R3 105.58 103.97 99.09
R2 101.05 101.05 98.67
R1 99.44 99.44 98.26 100.25
PP 96.52 96.52 96.52 96.92
S1 94.91 94.91 97.42 95.72
S2 91.99 91.99 97.01
S3 87.46 90.38 96.59
S4 82.93 85.85 95.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.12 93.38 4.74 4.8% 1.40 1.4% 94% True False 20,682
10 98.12 90.40 7.72 7.9% 1.66 1.7% 96% True False 17,473
20 98.12 90.40 7.72 7.9% 1.48 1.5% 96% True False 12,844
40 98.12 90.35 7.77 7.9% 1.46 1.5% 96% True False 9,149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 106.15
2.618 103.07
1.618 101.18
1.000 100.01
0.618 99.29
HIGH 98.12
0.618 97.40
0.500 97.18
0.382 96.95
LOW 96.23
0.618 95.06
1.000 94.34
1.618 93.17
2.618 91.28
4.250 88.20
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 97.62 97.32
PP 97.40 96.80
S1 97.18 96.28

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

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