NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 98.88 99.89 1.01 1.0% 98.16
High 100.00 100.11 0.11 0.1% 100.00
Low 98.55 99.02 0.47 0.5% 97.17
Close 99.85 100.06 0.21 0.2% 99.85
Range 1.45 1.09 -0.36 -24.8% 2.83
ATR 1.46 1.43 -0.03 -1.8% 0.00
Volume 36,594 23,153 -13,441 -36.7% 148,779
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 103.00 102.62 100.66
R3 101.91 101.53 100.36
R2 100.82 100.82 100.26
R1 100.44 100.44 100.16 100.63
PP 99.73 99.73 99.73 99.83
S1 99.35 99.35 99.96 99.54
S2 98.64 98.64 99.86
S3 97.55 98.26 99.76
S4 96.46 97.17 99.46
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
5 100.11 97.47 2.64 2.6% 1.11 1.1% 98% True False 30,761
10 100.11 93.59 6.52 6.5% 1.24 1.2% 99% True False 26,771
20 100.11 90.40 9.71 9.7% 1.44 1.4% 99% True False 18,875
40 100.11 90.35 9.76 9.8% 1.41 1.4% 99% True False 12,544
60 100.11 87.01 13.10 13.1% 1.45 1.4% 100% True False 10,152
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.74
2.618 102.96
1.618 101.87
1.000 101.20
0.618 100.78
HIGH 100.11
0.618 99.69
0.500 99.57
0.382 99.44
LOW 99.02
0.618 98.35
1.000 97.93
1.618 97.26
2.618 96.17
4.250 94.39
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 99.90 99.79
PP 99.73 99.51
S1 99.57 99.24

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

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