NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 99.06 98.88 -0.18 -0.2% 98.16
High 99.42 100.00 0.58 0.6% 100.00
Low 98.36 98.55 0.19 0.2% 97.17
Close 98.92 99.85 0.93 0.9% 99.85
Range 1.06 1.45 0.39 36.8% 2.83
ATR 1.46 1.46 0.00 0.0% 0.00
Volume 45,279 36,594 -8,685 -19.2% 148,779
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 103.82 103.28 100.65
R3 102.37 101.83 100.25
R2 100.92 100.92 100.12
R1 100.38 100.38 99.98 100.65
PP 99.47 99.47 99.47 99.60
S1 98.93 98.93 99.72 99.20
S2 98.02 98.02 99.58
S3 96.57 97.48 99.45
S4 95.12 96.03 99.05
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 107.50 106.50 101.41
R3 104.67 103.67 100.63
R2 101.84 101.84 100.37
R1 100.84 100.84 100.11 101.34
PP 99.01 99.01 99.01 99.26
S1 98.01 98.01 99.59 98.51
S2 96.18 96.18 99.33
S3 93.35 95.18 99.07
S4 90.52 92.35 98.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.00 97.17 2.83 2.8% 1.09 1.1% 95% True False 29,755
10 100.00 93.38 6.62 6.6% 1.25 1.2% 98% True False 25,219
20 100.00 90.40 9.60 9.6% 1.46 1.5% 98% True False 18,142
40 100.00 90.35 9.65 9.7% 1.42 1.4% 98% True False 12,038
60 100.00 85.58 14.42 14.4% 1.46 1.5% 99% True False 9,805
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 0.23
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 106.16
2.618 103.80
1.618 102.35
1.000 101.45
0.618 100.90
HIGH 100.00
0.618 99.45
0.500 99.28
0.382 99.10
LOW 98.55
0.618 97.65
1.000 97.10
1.618 96.20
2.618 94.75
4.250 92.39
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 99.66 99.58
PP 99.47 99.32
S1 99.28 99.05

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

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