NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 09-Jul-2013
Day Change Summary
Previous Current
08-Jul-2013 09-Jul-2013 Change Change % Previous Week
Open 98.16 97.85 -0.31 -0.3% 93.59
High 98.19 98.50 0.31 0.3% 98.12
Low 97.17 97.47 0.30 0.3% 93.59
Close 97.90 98.14 0.24 0.2% 97.84
Range 1.02 1.03 0.01 1.0% 4.53
ATR 1.57 1.53 -0.04 -2.5% 0.00
Volume 18,125 27,361 9,236 51.0% 95,779
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 101.13 100.66 98.71
R3 100.10 99.63 98.42
R2 99.07 99.07 98.33
R1 98.60 98.60 98.23 98.84
PP 98.04 98.04 98.04 98.15
S1 97.57 97.57 98.05 97.81
S2 97.01 97.01 97.95
S3 95.98 96.54 97.86
S4 94.95 95.51 97.57
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 98.50 94.43 4.07 4.1% 1.29 1.3% 91% True False 26,553
10 98.50 91.40 7.10 7.2% 1.36 1.4% 95% True False 19,551
20 98.50 90.40 8.10 8.3% 1.45 1.5% 96% True False 14,075
40 98.50 90.35 8.15 8.3% 1.44 1.5% 96% True False 9,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.88
2.618 101.20
1.618 100.17
1.000 99.53
0.618 99.14
HIGH 98.50
0.618 98.11
0.500 97.99
0.382 97.86
LOW 97.47
0.618 96.83
1.000 96.44
1.618 95.80
2.618 94.77
4.250 93.09
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 98.09 97.88
PP 98.04 97.62
S1 97.99 97.37

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

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