NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 10-Jul-2013
Day Change Summary
Previous Current
09-Jul-2013 10-Jul-2013 Change Change % Previous Week
Open 97.85 98.23 0.38 0.4% 93.59
High 98.50 99.01 0.51 0.5% 98.12
Low 97.47 98.10 0.63 0.6% 93.59
Close 98.14 98.98 0.84 0.9% 97.84
Range 1.03 0.91 -0.12 -11.7% 4.53
ATR 1.53 1.49 -0.04 -2.9% 0.00
Volume 27,361 21,420 -5,941 -21.7% 95,779
Daily Pivots for day following 10-Jul-2013
Classic Woodie Camarilla DeMark
R4 101.43 101.11 99.48
R3 100.52 100.20 99.23
R2 99.61 99.61 99.15
R1 99.29 99.29 99.06 99.45
PP 98.70 98.70 98.70 98.78
S1 98.38 98.38 98.90 98.54
S2 97.79 97.79 98.81
S3 96.88 97.47 98.73
S4 95.97 96.56 98.48
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 99.01 96.02 2.99 3.0% 1.24 1.2% 99% True False 27,210
10 99.01 91.40 7.61 7.7% 1.31 1.3% 100% True False 20,236
20 99.01 90.40 8.61 8.7% 1.44 1.5% 100% True False 14,779
40 99.01 90.35 8.66 8.7% 1.44 1.5% 100% True False 10,255
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.24
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 102.88
2.618 101.39
1.618 100.48
1.000 99.92
0.618 99.57
HIGH 99.01
0.618 98.66
0.500 98.56
0.382 98.45
LOW 98.10
0.618 97.54
1.000 97.19
1.618 96.63
2.618 95.72
4.250 94.23
Fisher Pivots for day following 10-Jul-2013
Pivot 1 day 3 day
R1 98.84 98.68
PP 98.70 98.39
S1 98.56 98.09

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

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